| 書目名稱 | Poisson Point Processes and Their Application to Markov Processes |
| 編輯 | Kiyosi It? |
| 視頻video | http://file.papertrans.cn/750/749720/749720.mp4 |
| 概述 | Gives a beautiful elementary treatment of general Poisson point processes in Chapter 1, especially recommended for beginners.Shows how the notion of Poisson point processes with values in a function s |
| 叢書名稱 | SpringerBriefs in Probability and Mathematical Statistics |
| 圖書封面 |  |
| 描述 | An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. It?, and H. P. McKean, among others. In this book, It? discussed a case of a general Markov process with state space S and a specified point a ∈ S?called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process?(i.e., the process on S {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on?S??{a}?(called the jumping-in measure and a non-negative number m< (called the stagnancy rate). The necessary and sufficient conditions for a pair k, m was obtained so that the correspondence is precisely described. For this, It? used, ?as a fundamental tool, the notion of Poisson point processes formed of all excursions of ?the process on?S??{a}. This theory of It?‘s of Poisson point proc |
| 出版日期 | Book 2015 |
| 關(guān)鍵詞 | Poisson point process; Poisson point process of excursions; characteristic measure; jumping-in measure |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-981-10-0272-4 |
| isbn_softcover | 978-981-10-0271-7 |
| isbn_ebook | 978-981-10-0272-4Series ISSN 2365-4333 Series E-ISSN 2365-4341 |
| issn_series | 2365-4333 |
| copyright | The Author(s) 2015 |
|Archiver|手機(jī)版|小黑屋|
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