Stock image for illustration purposes only - book cover, edition or condition may vary.
Poisson Point Processes and Their Application to Markov Processes
Kiyosi Ito
€ 68.71
FREE Delivery in Ireland
Description for Poisson Point Processes and Their Application to Markov Processes
Paperback. Series: SpringerBriefs in Probability and Mathematical Statistics. Num Pages: 54 pages, 3 black & white illustrations, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 3. Weight in Grams: 108.
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. Ito, and H. P. McKean, among others. In this book, Ito 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 ... Read more
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. Ito, and H. P. McKean, among others. In this book, Ito 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 ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer Verlag, Singapore
Condition
New
Series
SpringerBriefs in Probability and Mathematical Statistics
Number of Pages
43
Place of Publication
Singapore, Singapore
ISBN
9789811002717
SKU
V9789811002717
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Poisson Point Processes and Their Application to Markov Processes
The main idea of this volume has had a profound influence on the boundary theory of Markov processes. This volume is beautifully written and it is a pleasure to read. (Ren Ming Song, Mathematical Reviews, December, 2016)