Andere Kunden interessierten sich auch für
![Stochastic Processes, Estimation, and Control]( "Stochastic Processes, Estimation, and Control")
Stochastic Processes, Estimation, and Control125,99 €![Stochastic Models with Applications to Genetics, Cancers, AIDS and Other Biomedical Systems]( "Stochastic Models with Applications to Genetics, Cancers, AIDS and Other Biomedical Systems")
Stochastic Models with Applications to Genetics, Cancers, AIDS and Other Biomedical Systems74,99 €![Introduction to Stochastic Models]( "Introduction to Stochastic Models")
Introduction to Stochastic Models19,99 €![Introduction to Stochastic Processes]( "Introduction to Stochastic Processes")
Introduction to Stochastic Processes21,99 €![The Elements of Stochastic Processes with Applications to the Natural Sciences]( "The Elements of Stochastic Processes with Applications to the Natural Sciences")
The Elements of Stochastic Processes with Applications to the Natural Sciences259,99 €![Stochastic Processes]( "Stochastic Processes")
Stochastic Processes68,99 €![Structural and Statistical Problems for a Class of Stochastic Processes]( "Structural and Statistical Problems for a Class of Stochastic Processes")
Structural and Statistical Problems for a Class of Stochastic Processes29,99 €
Beginning with a problem raised by the late Chinese mathematician Loo-Keng Hua, and the author's solution, this book discusses general Markov chains, a subject extremely popular in China in the fifties/sixties. The author emphasizes methodology like the first entrance and last exit decompositions, leading to the most beautiful results by Kolmogorov, Doeblin, and himself. Next he discusses the continuous time case in which names like Paul Lévy and Doob enter and there are hard analytic problems such as differentiability and systems of differential equations which are nicely solved. Next he introduces Brownian motion or Wiener process as the most famous Markov process, relates the probability theory to grand old mathematical-physics associated with Green, Dirichlet, Schrodinger and Feynman. Finally there comes an excursion into general probabilistic methodology. This book contains many examples and exercises with hints and discussions.