Ebook: Excursions of markov processes
Author: R.M. Blumenthal
- Genre: Mathematics // Mathematicsematical Statistics
- Tags: Математика, Теория вероятностей и математическая статистика, Теория случайных процессов
- Series: Probability and Its Applications
- Year: 1991
- Publisher: Birkhauser Verlag AG
- Language: English
- djvu
This book is about the analysis and construction of Markov processes in terms of the excursions of the path between visits to a subset of the state space. Its purpose is to attract graduate students and research mathematicians to the subject, and to acquaint them with the theory, techniques and applications of the excursion viewpoint.
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