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S'està carregant… Markov Processes: Characterization and Convergencede Stewart N. Ethier, Thomas G. Kurtz
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The Wiley-Interscience Paperback Series consists of selected booksthat have been made more accessible to consumers in an effort toincrease global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "[A]nyone who works with Markov processes whose state space isuncountably infinite will need this most impressive book as a guideand reference." -American Scientist "There is no question but that space should immediately be reservedfor [this] book on the library shelf. Those who aspire to masteryof the contents should also reserve a large number of long winterevenings." -Zentralblatt für Mathematik und ihre Grenzgebiete/MathematicsAbstracts "Ethier and Kurtz have produced an excellent treatment of themodern theory of Markov processes that [is] useful both as areference work and as a graduate textbook." -Journal of Statistical Physics Markov Processes presents several different approaches to provingweak approximation theorems for Markov processes, emphasizing theinterplay of methods of characterization and approximation.Martingale problems for general Markov processes are systematicallydeveloped for the first time in book form. Useful to theprofessional as a reference and suitable for the graduate studentas a text, this volume features a table of the interdependenciesamong the theorems, an extensive bibliography, and end-of-chapterproblems. No s'han trobat descripcions de biblioteca. |
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![]() GèneresClassificació Decimal de Dewey (DDC)519.233Natural sciences and mathematics Mathematics Applied Mathematics, Probabilities ProbabilitiesLCC (Clas. Bibl. Congrés EUA)ValoracióMitjana:![]()
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