Markov Processes And Related Problems Of Analysis
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Markov Processes And Related Problems Of Analysis
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Author : E. B. Dynkin
language : en
Publisher: Cambridge University Press
Release Date : 1982-09-23
Markov Processes And Related Problems Of Analysis written by E. B. Dynkin and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982-09-23 with Mathematics categories.
The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.
Markov Processes And Related Problems Of Analysis
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Author : Evgeniĭ Borisovich Dynkin
language : en
Publisher:
Release Date : 2014-05-14
Markov Processes And Related Problems Of Analysis written by Evgeniĭ Borisovich Dynkin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-14 with MATHEMATICS categories.
The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.
Selected Papers Of E B Dynkin With Commentary
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Author : Evgeniĭ Borisovich Dynkin
language : en
Publisher: American Mathematical Soc.
Release Date : 2000
Selected Papers Of E B Dynkin With Commentary written by Evgeniĭ Borisovich Dynkin and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
Eugene Dynkin is a rare example of a contemporary mathematician who has achieved results in two quite different areas of research: algebra and probability. In both areas, his ideas constitute an essential part of modern mathematical knowledge and form a basis for further development. Although his last work in algebra was published in 1955, his contributions continue to influence current research in algebra and in the physics of elementary particles. His work in probability is part of both the historical and the modern development of the topic.
Markov Processes And Related Problems Of Analysis
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Author : E. B. Dynkin
language : en
Publisher:
Release Date :
Markov Processes And Related Problems Of Analysis written by E. B. Dynkin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics.
Labelled Markov Processes
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Author : Prakash Panangaden
language : en
Publisher: Imperial College Press
Release Date : 2009
Labelled Markov Processes written by Prakash Panangaden and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.
Labelled Markov processes are probabilistic versions of labelled transition systems with continuous state spaces. The book covers basic probability and measure theory on continuous state spaces and then develops the theory of LMPs.
An Introduction To Markov Processes
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Author : Daniel W. Stroock
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-11-23
An Introduction To Markov Processes written by Daniel W. Stroock and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-11-23 with Mathematics categories.
Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory
The Dynkin Festschrift
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Author : Mark I. Freidlin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Dynkin Festschrift written by Mark I. Freidlin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In [15] and [17], Dynkin described all families of one-dimensional probability distributions admitting non-trivial sufficient statistics. These papers have considerably influenced the subsequent research in this field. But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to var ious initial times and states and he defined time homogeneous processes in terms of the shift operators ()t. In a joint paper with his student A.
Theory Of Markov Processes
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Author : Evgeniĭ Borisovich Dynkin
language : en
Publisher: Courier Corporation
Release Date : 2006-01-01
Theory Of Markov Processes written by Evgeniĭ Borisovich Dynkin and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-01 with Mathematics categories.
An investigation of the logical foundations of the theory behind Markov random processes, this text explores subprocesses, transition functions, and conditions for boundedness and continuity. Rather than focusing on probability measures individually, the work explores connections between functions. An elementary grasp of the theory of Markov processes is assumed. Starting with a brief survey of relevant concepts and theorems from measure theory, the text investigates operations that permit an inspection of the class of Markov processes corresponding to a given transition function. It advances to the more complicated operations of generating a subprocess, followed by examinations of the construction of Markov processes with given transition functions, the concept of a strictly "Markov process," and the conditions required for boundedness and continuity of a Markov process. Addenda, notes, references, and indexes supplement the text.
Semi Markov Processes And Reliability
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Author : Nikolaos Limnios
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-02-16
Semi Markov Processes And Reliability written by Nikolaos Limnios and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-02-16 with Technology & Engineering categories.
At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.
Analysis And Geometry Of Markov Diffusion Operators
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Author : Dominique Bakry
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-18
Analysis And Geometry Of Markov Diffusion Operators written by Dominique Bakry and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-18 with Mathematics categories.
The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincaré, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.