Poisson point processes and their application to Markov processes:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Singapore
Springer
[2015]
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Schriftenreihe: | SpringerBriefs in probability and mathematical statistics
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Schlagworte: | |
Online-Zugang: | BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Abstract |
Beschreibung: | 1 Online Ressource (XI, 43 Seiten, 3 illus. in color) |
ISBN: | 9789811002724 |
ISSN: | 2365-4333 |
DOI: | 10.1007/978-981-10-0272-4 |
Internformat
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Datensatz im Suchindex
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adam_text | POISSON POINT PROCESSES AND THEIR APPLICATION TO MARKOV PROCESSES
/ ITO, KIYOSI
: 2015
ABSTRACT / INHALTSTEXT
AN EXTENSION PROBLEM (OFTEN CALLED A BOUNDARY PROBLEM) OF MARKOV
PROCESSES HAS BEEN STUDIED, PARTICULARLY IN THE CASE OF ONE-DIMENSIONAL
DIFFUSION PROCESSES, BY W. FELLER, K. ITO, AND H. P. MCKEAN, AMONG
OTHERS. IN THIS BOOK, ITO DISCUSSED A CASE OF A GENERAL MARKOV PROCESS
WITH STATE SPACE S AND A SPECIFIED POINT A ∈ S CALLED A BOUNDARY. THE
PROBLEM IS TO OBTAIN ALL POSSIBLE RECURRENT EXTENSIONS OF A GIVEN
MINIMAL PROCESS (I.E., THE PROCESS ON S {A} WHICH IS ABSORBED ON
REACHING THE BOUNDARY A). THE STUDY IN THIS LECTURE IS RESTRICTED TO A
SIMPLER CASE OF THE BOUNDARY A BEING A DISCONTINUOUS ENTRANCE POINT,
LEAVING A MORE GENERAL CASE OF A CONTINUOUS ENTRANCE POINT TO FUTURE
WORKS. HE ESTABLISHED A ONE-TO-ONE CORRESPONDENCE BETWEEN A RECURRENT
EXTENSION AND A PAIR OF A POSITIVE MEASURE K(DB) ON S {A} (CALLED THE
JUMPING-IN MEASURE AND A NON-NEGATIVE NUMBER M (CALLED THE STAGNANCY
RATE). THE NECESSARY AND SUFFICIENT CONDITIONS FOR A PAIR K, M WAS
OBTAINED SO THAT THE CORRESPONDENCE IS PRECISELY DESCRIBED. FOR THIS,
ITO USED, AS A FUNDAMENTAL TOOL, THE NOTION OF POISSON POINT PROCESSES
FORMED OF ALL EXCURSIONS OF THE PROCESS ON S {A}. THIS THEORY OF
ITO S OF POISSON POINT PROCESSES OF EXCURSIONS IS INDEED A
BREAKTHROUGH. IT HAS BEEN EXPANDED AND APPLIED TO MORE GENERAL EXTENSION
PROBLEMS BY MANY SUCCEEDING RESEARCHERS. THUS WE MAY SAY THAT THIS
LECTURE NOTE BY ITO IS REALLY A MEMORIAL WORK IN THE EXTENSION PROBLEMS
OF MARKOV PROCESSES. ESPECIALLY IN CHAPTER 1 OF THIS NOTE, A GENERAL
THEORY OF POISSON POINT PROCESSES IS GIVEN THAT REMINDS US OF ITO S
BEAUTIFUL AND IMPRESSIVE LECTURES IN HIS DAY
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
any_adam_object | 1 |
author | Itō, Kiyoshi 1915-2008 |
author_GND | (DE-588)119388073 |
author_facet | Itō, Kiyoshi 1915-2008 |
author_role | aut |
author_sort | Itō, Kiyoshi 1915-2008 |
author_variant | k i ki |
building | Verbundindex |
bvnumber | BV043309585 |
classification_tum | MAT 000 |
collection | ZDB-2-SMA |
ctrlnum | (OCoLC)934210682 (DE-599)BVBBV043309585 |
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 | 10.1007/978-981-10-0272-4 |
format | Electronic eBook |
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id | DE-604.BV043309585 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:22:47Z |
institution | BVB |
isbn | 9789811002724 |
issn | 2365-4333 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028730274 |
oclc_num | 934210682 |
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physical | 1 Online Ressource (XI, 43 Seiten, 3 illus. in color) |
psigel | ZDB-2-SMA UBY_PDA_SMA ZDB-2-SMA_2015 |
publishDate | 2015 |
publishDateSearch | 2015 |
publishDateSort | 2015 |
publisher | Springer |
record_format | marc |
series2 | SpringerBriefs in probability and mathematical statistics |
spelling | Itō, Kiyoshi 1915-2008 Verfasser (DE-588)119388073 aut Poisson point processes and their application to Markov processes Kiyosi Itô Singapore Springer [2015] © 2015 1 Online Ressource (XI, 43 Seiten, 3 illus. in color) txt rdacontent c rdamedia cr rdacarrier SpringerBriefs in probability and mathematical statistics 2365-4333 Mathematics Functional analysis Measure theory Probabilities Probability Theory and Stochastic Processes Measure and Integration Functional Analysis Mathematik Erscheint auch als Druckausgabe 978-981-10-0271-7 https://doi.org/10.1007/978-981-10-0272-4 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028730274&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Abstract |
spellingShingle | Itō, Kiyoshi 1915-2008 Poisson point processes and their application to Markov processes Mathematics Functional analysis Measure theory Probabilities Probability Theory and Stochastic Processes Measure and Integration Functional Analysis Mathematik |
title | Poisson point processes and their application to Markov processes |
title_auth | Poisson point processes and their application to Markov processes |
title_exact_search | Poisson point processes and their application to Markov processes |
title_full | Poisson point processes and their application to Markov processes Kiyosi Itô |
title_fullStr | Poisson point processes and their application to Markov processes Kiyosi Itô |
title_full_unstemmed | Poisson point processes and their application to Markov processes Kiyosi Itô |
title_short | Poisson point processes and their application to Markov processes |
title_sort | poisson point processes and their application to markov processes |
topic | Mathematics Functional analysis Measure theory Probabilities Probability Theory and Stochastic Processes Measure and Integration Functional Analysis Mathematik |
topic_facet | Mathematics Functional analysis Measure theory Probabilities Probability Theory and Stochastic Processes Measure and Integration Functional Analysis Mathematik |
url | https://doi.org/10.1007/978-981-10-0272-4 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028730274&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT itokiyoshi poissonpointprocessesandtheirapplicationtomarkovprocesses |