Kai Lai Chung
Lectures from Markov Processes to Brownian Motion
Ebook (PDF Format)
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…
Mehr
Beschreibung
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 this and some dispensable references to Markov chains as examples, the book is self-contained.
CHF 106.50
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
Versandkostenfrei
V210:
Noch nicht erschienen, Januar 2022
Produktdetails
- ISBN: 978-1-4757-1776-1
- EAN: 9781475717761
- Produktnummer: 38239545
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2013
- Seitenangabe: 242 S.
- Plattform: PDF
- Auflage: 1982
- Reihenbandnummer: 249
21 weitere Werke von Kai Lai Chung:
Bewertungen
0 von 0 Bewertungen
Anmelden
Keine Bewertungen gefunden. Seien Sie der Erste und teilen Sie Ihre Erkenntnisse mit anderen.