Studies in the Theory of Random Processes

Nonfiction, Science & Nature, Mathematics, Probability, Statistics
Cover of the book Studies in the Theory of Random Processes by A. V. Skorokhod, Dover Publications
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: A. V. Skorokhod ISBN: 9780486781464
Publisher: Dover Publications Publication: July 28, 2014
Imprint: Dover Publications Language: English
Author: A. V. Skorokhod
ISBN: 9780486781464
Publisher: Dover Publications
Publication: July 28, 2014
Imprint: Dover Publications
Language: English

This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form.
The treatment begins by introducing the basic facts of the theory of random processes and constructing the auxiliary apparatus of stochastic integrals. All proofs are presented in full. Succeeding chapters explore the theory of stochastic differential equations, permitting the construction of a broad class of Markov processes on the basis of simple processes. The final chapters are devoted to various limit theorems connected with the convergence of a sequence of Markov chains to a Markov process with continuous time. Topics include the probability method of estimating how fast the sequence converges in the limit theorems and the precision of the limit theorems.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form.
The treatment begins by introducing the basic facts of the theory of random processes and constructing the auxiliary apparatus of stochastic integrals. All proofs are presented in full. Succeeding chapters explore the theory of stochastic differential equations, permitting the construction of a broad class of Markov processes on the basis of simple processes. The final chapters are devoted to various limit theorems connected with the convergence of a sequence of Markov chains to a Markov process with continuous time. Topics include the probability method of estimating how fast the sequence converges in the limit theorems and the precision of the limit theorems.

More books from Dover Publications

Cover of the book 50 Secrets of Magic Craftsmanship by A. V. Skorokhod
Cover of the book Hobgoblin by A. V. Skorokhod
Cover of the book From Galileo to Newton by A. V. Skorokhod
Cover of the book Thy Son Liveth by A. V. Skorokhod
Cover of the book Picture History of the SS United States by A. V. Skorokhod
Cover of the book Shakespeare Lexicon and Quotation Dictionary, Vol. 1 by A. V. Skorokhod
Cover of the book Exploring the Colorado River by A. V. Skorokhod
Cover of the book Space Cat Visits Venus by A. V. Skorokhod
Cover of the book An Ideal Husband by A. V. Skorokhod
Cover of the book Authentic Victorian Dressmaking Techniques by A. V. Skorokhod
Cover of the book Masterpieces of Furniture in Photographs and Measured Drawings by A. V. Skorokhod
Cover of the book Modern Methods in Topological Vector Spaces by A. V. Skorokhod
Cover of the book My Ántonia by A. V. Skorokhod
Cover of the book Japanese Woodblock Kimono Designs in Full Color by A. V. Skorokhod
Cover of the book Mind-Boggling Word Puzzles by A. V. Skorokhod
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy