Andere Kunden interessierten sich auch für
![Stopping Times and Directed Processes]( "Stopping Times and Directed Processes")
Stopping Times and Directed Processes198,99 €![Markov Processes and Controlled Markov Chains]( "Markov Processes and Controlled Markov Chains")
Markov Processes and Controlled Markov Chains124,99 €![Topics in the Constructive Theory of Countable Markov Chains]( "Topics in the Constructive Theory of Countable Markov Chains")
Topics in the Constructive Theory of Countable Markov Chains146,99 €![Non-negative Matrices and Markov Chains]( "Non-negative Matrices and Markov Chains")
Non-negative Matrices and Markov Chains125,99 €![Modelling of Queueing Systems with Markov Chains]( "Modelling of Queueing Systems with Markov Chains")
Modelling of Queueing Systems with Markov Chains39,90 €![Random Times and Enlargements of Filtrations in a Brownian Setting]( "Random Times and Enlargements of Filtrations in a Brownian Setting")
Random Times and Enlargements of Filtrations in a Brownian Setting30,99 €![Local Times and Excursion Theory for Brownian Motion]( "Local Times and Excursion Theory for Brownian Motion")
Local Times and Excursion Theory for Brownian Motion28,99 €
This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.