Lectures from Markov Processes to Brownian Motion:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1982
|
| Schriftenreihe: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
249 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book as the Course, and may be considered as a general background; its specific use is limited to the mate rial on discrete parameter martingale theory cited in § 1. 4. Apart from this and some dispensable references to Markov chains as examples, the book is self-contained |
| Beschreibung: | 1 Online-Ressource (VIII, 242 p) |
| ISBN: | 9781475717761 9781475717785 |
| ISSN: | 0072-7830 |
| DOI: | 10.1007/978-1-4757-1776-1 |
Internformat
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Datensatz im Suchindex
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| author | Chung, Kai Lai 1917-2009 |
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| bvnumber | BV042421275 |
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4757-1776-1 |
| format | Electronic eBook |
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| id | DE-604.BV042421275 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:08Z |
| institution | BVB |
| isbn | 9781475717761 9781475717785 |
| issn | 0072-7830 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027856692 |
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| physical | 1 Online-Ressource (VIII, 242 p) |
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| publishDate | 1982 |
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| publisher | Springer New York |
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| series2 | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics |
| spelling | Chung, Kai Lai 1917-2009 Verfasser (DE-588)136125484 aut Lectures from Markov Processes to Brownian Motion by Kai Lai Chung New York, NY Springer New York 1982 1 Online-Ressource (VIII, 242 p) txt rdacontent c rdamedia cr rdacarrier Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics 249 0072-7830 This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book as the Course, and may be considered as a general background; its specific use is limited to the mate rial on discrete parameter martingale theory cited in § 1. 4. Apart from this and some dispensable references to Markov chains as examples, the book is self-contained Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 s Brownsche Bewegung (DE-588)4128328-4 s 1\p DE-604 https://doi.org/10.1007/978-1-4757-1776-1 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Chung, Kai Lai 1917-2009 Lectures from Markov Processes to Brownian Motion Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Markov-Prozess (DE-588)4134948-9 gnd Brownsche Bewegung (DE-588)4128328-4 gnd |
| subject_GND | (DE-588)4134948-9 (DE-588)4128328-4 |
| title | Lectures from Markov Processes to Brownian Motion |
| title_auth | Lectures from Markov Processes to Brownian Motion |
| title_exact_search | Lectures from Markov Processes to Brownian Motion |
| title_full | Lectures from Markov Processes to Brownian Motion by Kai Lai Chung |
| title_fullStr | Lectures from Markov Processes to Brownian Motion by Kai Lai Chung |
| title_full_unstemmed | Lectures from Markov Processes to Brownian Motion by Kai Lai Chung |
| title_short | Lectures from Markov Processes to Brownian Motion |
| title_sort | lectures from markov processes to brownian motion |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Markov-Prozess (DE-588)4134948-9 gnd Brownsche Bewegung (DE-588)4128328-4 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Markov-Prozess Brownsche Bewegung |
| url | https://doi.org/10.1007/978-1-4757-1776-1 |
| work_keys_str_mv | AT chungkailai lecturesfrommarkovprocessestobrownianmotion |