Markov Processes, Structure and Asymptotic Behavior

Murray Rosenblatt

ISBN 10: 3642652409 / ISBN 13: 9783642652400

Published by Springer Berlin Heidelberg Nov 2011, 2011

About this Item

This item is printed on demand - it takes 3-4 days longer - Neuware -This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type. 292 pp. Englisch.

Seller Inventory # 9783642652400

Bibliographic Details

• Title: Markov Processes, Structure and Asymptotic Behavior
• Publisher: Springer Berlin Heidelberg Nov 2011
• Publication Date: 2011
• Language: English
• ISBN 10: 3642652409
• ISBN 13: 9783642652400
• Binding: Taschenbuch
• Condition: Neu

About this title

Synopsis

This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.