Share

Markov Processes, Brownian Motion, and Time Symmetry

2006-01-18 Mathematics
Download Markov Processes, Brownian Motion, and Time Symmetry PDF Online Free

Author :
Release : 2006-01-18
Genre : Mathematics
Kind : eBook
Book Rating : 969/5 ( reviews)

GET EBOOK


Book Synopsis Markov Processes, Brownian Motion, and Time Symmetry by : Kai Lai Chung

Download or read book Markov Processes, Brownian Motion, and Time Symmetry written by Kai Lai Chung. This book was released on 2006-01-18. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal...The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.

Markov Processes, Brownian Motion, and Time Symmetry

2008-11-01 Mathematics
Download Markov Processes, Brownian Motion, and Time Symmetry PDF Online Free

Author :
Release : 2008-11-01
Genre : Mathematics
Kind : eBook
Book Rating : 383/5 ( reviews)

GET EBOOK


Book Synopsis Markov Processes, Brownian Motion, and Time Symmetry by : Kai Lai Chung

Download or read book Markov Processes, Brownian Motion, and Time Symmetry written by Kai Lai Chung. This book was released on 2008-11-01. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal...The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.

Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35)

2012 Mathematics
Download Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) PDF Online Free

Author :
Release : 2012
Genre : Mathematics
Kind : eBook
Book Rating : 05X/5 ( reviews)

GET EBOOK


Book Synopsis Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) by : Zhen-Qing Chen

Download or read book Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) written by Zhen-Qing Chen. This book was released on 2012. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetric Markov processes, including recurrence/transience criteria, probabilistic potential theory, additive functional theory, and time change theory. The authors develop the theory in a general framework of symmetric quasi-regular Dirichlet forms in a unified manner with that of regular Dirichlet forms, emphasizing the role of extended Dirichlet spaces and the rich interplay between the probabilistic and analytic aspects of the theory. Chen and Fukushima then address the latest advances in the theory, presented here for the first time in any book. Topics include the characterization of time-changed Markov processes in terms of Douglas integrals and a systematic account of reflected Dirichlet spaces, and the important roles such advances play in the boundary theory of symmetric Markov processes. This volume is an ideal resource for researchers and practitioners, and can also serve as a textbook for advanced graduate students. It includes examples, appendixes, and exercises with solutions.

Fluctuations in Markov Processes

2012-07-05 Mathematics
Download Fluctuations in Markov Processes PDF Online Free

Author :
Release : 2012-07-05
Genre : Mathematics
Kind : eBook
Book Rating : 80X/5 ( reviews)

GET EBOOK


Book Synopsis Fluctuations in Markov Processes by : Tomasz Komorowski

Download or read book Fluctuations in Markov Processes written by Tomasz Komorowski. This book was released on 2012-07-05. Available in PDF, EPUB and Kindle. Book excerpt: The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.

Continuous Time Markov Processes

2010 Mathematics
Download Continuous Time Markov Processes PDF Online Free

Author :
Release : 2010
Genre : Mathematics
Kind : eBook
Book Rating : 492/5 ( reviews)

GET EBOOK


Book Synopsis Continuous Time Markov Processes by : Thomas Milton Liggett

Download or read book Continuous Time Markov Processes written by Thomas Milton Liggett. This book was released on 2010. Available in PDF, EPUB and Kindle. Book excerpt: Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples.

You may also like...