| 書目名稱 | Lectures from Markov Processes to Brownian Motion |
| 編輯 | Kai Lai Chung |
| 視頻video | http://file.papertrans.cn/584/583439/583439.mp4 |
| 概述 | Contains 200 pages of new material on markov chains, ray processes, and time symmetry |
| 叢書名稱 | Grundlehren der mathematischen Wissenschaften |
| 圖書封面 |  |
| 描述 | This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over- lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man‘s technicality is another‘s professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book as the Course, and may be considered as a general background; its specific use is limited to the mate- rial on discrete parameter martingale theory cited in § 1. 4. Apart from t |
| 出版日期 | Textbook 19821st edition |
| 關(guān)鍵詞 | Brownian motion; Brownsche Bewegung; Markov; Markov chain; Markov process; Markov property; Markowscher Pr |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4757-1776-1 |
| isbn_ebook | 978-1-4757-1776-1Series ISSN 0072-7830 Series E-ISSN 2196-9701 |
| issn_series | 0072-7830 |
| copyright | Springer Science+Business Media New York 1982 |
|Archiver|手機(jī)版|小黑屋|
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