Markov Processes: Characterization and Convergence (Wiley Series in Probability and Statistics)

Ethier, Stewart N.; Kurtz, Thomas G.

ISBN 10: 0471081868 / ISBN 13: 9780471081869

Published by Wiley, Ny, 1986

About this Item

Seller Inventory # 045617

Bibliographic Details

Title: Markov Processes: Characterization and ...

Publisher: Wiley, Ny

Publication Date: 1986

Binding: Hardcover

Condition: Near Fine

Edition: 1st Edition

About this title

Synopsis:

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.

"[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference."
-American Scientist

"There is no question but that space should immediately be reserved for [this] book on the library shelf. Those who aspire to mastery of the contents should also reserve a large number of long winter evenings."
-Zentralblatt für Mathematik und ihre Grenzgebiete/Mathematics Abstracts

"Ethier and Kurtz have produced an excellent treatment of the modern theory of Markov processes that [is] useful both as a reference work and as a graduate textbook."
-Journal of Statistical Physics

Markov Processes presents several different approaches to proving weak approximation theorems for Markov processes, emphasizing the interplay of methods of characterization and approximation. Martingale problems for general Markov processes are systematically developed for the first time in book form. Useful to the professional as a reference and suitable for the graduate student as a text, this volume features a table of the interdependencies among the theorems, an extensive bibliography, and end-of-chapter problems.

From the Publisher:

A graduate text/reference on Markov Processes and their relationship to operator semigroups. Presents several different approaches to proving weak approximation theorems for Markov processes, emphasizing the interplay of methods of characterization and approximation. Martingale problems for general Markov processes are systematically developed for the first time in book form.