Manuel Domínguez de la Iglesia

Orthogonal Polynomials in the Spectral Analysis of Markov Processes

• Gebundenes Buch

Produktbeschreibung

Gathers all the main results on the spectral representation of one-dimensional Markov processes, with examples and applications.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 348
• Erscheinungstermin: 17. September 2021
• Englisch
• Abmessung: 240mm x 161mm x 25mm
• Gewicht: 753g
• ISBN-13: 9781316516553
• ISBN-10: 1316516555
• Artikelnr.: 61962415

Autorenporträt

Manuel Domínguez de la Iglesia is Professor of Mathematics at the Instituto de Matemáticas of the Universidad Nacional Autónoma de México.

Inhaltsangabe

1. Orthogonal polynomials
2. Spectral representation of discrete-time birth-death chains
3. Spectral representation of birth-death processes
4. Spectral representation of diffusion processes
References
Index.