Markov processes, Gaussian processes, and local times:
This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but har...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2006
|
| Schriftenreihe: | Cambridge studies in advanced mathematics
100 |
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBR01 Volltext |
| Zusammenfassung: | This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 Online-Ressource (x, 620 Seiten) |
| ISBN: | 9780511617997 |
| DOI: | 10.1017/CBO9780511617997 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV043940904 | ||
| 003 | DE-604 | ||
| 005 | 20190221 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 161206s2006 |||| o||u| ||||||eng d | ||
| 020 | |a 9780511617997 |c Online |9 978-0-511-61799-7 | ||
| 024 | 7 | |a 10.1017/CBO9780511617997 |2 doi | |
| 035 | |a (ZDB-20-CBO)CR9780511617997 | ||
| 035 | |a (OCoLC)992847850 | ||
| 035 | |a (DE-599)BVBBV043940904 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-92 |a DE-355 | ||
| 082 | 0 | |a 519.2/33 |2 22 | |
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 100 | 1 | |a Marcus, Michael B. |e Verfasser |0 (DE-588)1132226228 |4 aut | |
| 245 | 1 | 0 | |a Markov processes, Gaussian processes, and local times |c Michael B. Marcus, Jay Rosen |
| 246 | 1 | 3 | |a Markov Processes, Gaussian Processes, & Local Times |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2006 | |
| 300 | |a 1 Online-Ressource (x, 620 Seiten) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Cambridge studies in advanced mathematics |v 100 | |
| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 505 | 8 | |a Brownian motion and Ray-Knight theorems -- Markov processes and local times -- Constructing Markov processes -- Basic properties of Gaussian processes -- Continuity and boundedness of Gaussian processes -- Moduli of continuity for Gaussian processes -- Isomorphism theorems -- Sample path properties of local times -- [Rho]-variation -- Most visited sites of symmetric stable processes -- Local times of diffusions -- Associated Gaussian processes | |
| 520 | |a This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students | ||
| 650 | 4 | |a Markov processes | |
| 650 | 4 | |a Gaussian processes | |
| 650 | 4 | |a Local times (Stochastic processes) | |
| 650 | 0 | 7 | |a Gauß-Prozess |0 (DE-588)4156111-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Markov-Prozess |0 (DE-588)4134948-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Markov-Prozess |0 (DE-588)4134948-9 |D s |
| 689 | 0 | 1 | |a Gauß-Prozess |0 (DE-588)4156111-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Rosen, Jay |d 1948- |e Sonstige |0 (DE-588)1132226988 |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 978-0-521-86300-1 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 978-1-107-40375-8 |
| 856 | 4 | 0 | |u https://doi.org/10.1017/CBO9780511617997 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-20-CBO | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029349874 | ||
| 966 | e | |u https://doi.org/10.1017/CBO9780511617997 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511617997 |l FHN01 |p ZDB-20-CBO |q FHN_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511617997 |l UBR01 |p ZDB-20-CBO |q UBR Einzelkauf (Lückenergänzung CUP Serien 2018) |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804176881974509568 |
|---|---|
| any_adam_object | |
| author | Marcus, Michael B. |
| author_GND | (DE-588)1132226228 (DE-588)1132226988 |
| author_facet | Marcus, Michael B. |
| author_role | aut |
| author_sort | Marcus, Michael B. |
| author_variant | m b m mb mbm |
| building | Verbundindex |
| bvnumber | BV043940904 |
| classification_rvk | SK 820 |
| collection | ZDB-20-CBO |
| contents | Brownian motion and Ray-Knight theorems -- Markov processes and local times -- Constructing Markov processes -- Basic properties of Gaussian processes -- Continuity and boundedness of Gaussian processes -- Moduli of continuity for Gaussian processes -- Isomorphism theorems -- Sample path properties of local times -- [Rho]-variation -- Most visited sites of symmetric stable processes -- Local times of diffusions -- Associated Gaussian processes |
| ctrlnum | (ZDB-20-CBO)CR9780511617997 (OCoLC)992847850 (DE-599)BVBBV043940904 |
| dewey-full | 519.2/33 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/33 |
| dewey-search | 519.2/33 |
| dewey-sort | 3519.2 233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1017/CBO9780511617997 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03835nmm a2200553zcb4500</leader><controlfield tag="001">BV043940904</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20190221 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161206s2006 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511617997</subfield><subfield code="c">Online</subfield><subfield code="9">978-0-511-61799-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9780511617997</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9780511617997</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)992847850</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043940904</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-355</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2/33</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Marcus, Michael B.</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1132226228</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Markov processes, Gaussian processes, and local times</subfield><subfield code="c">Michael B. Marcus, Jay Rosen</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Markov Processes, Gaussian Processes, & Local Times</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (x, 620 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Cambridge studies in advanced mathematics</subfield><subfield code="v">100</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 05 Oct 2015)</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">Brownian motion and Ray-Knight theorems -- Markov processes and local times -- Constructing Markov processes -- Basic properties of Gaussian processes -- Continuity and boundedness of Gaussian processes -- Moduli of continuity for Gaussian processes -- Isomorphism theorems -- Sample path properties of local times -- [Rho]-variation -- Most visited sites of symmetric stable processes -- Local times of diffusions -- Associated Gaussian processes</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Markov processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Gaussian processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Local times (Stochastic processes)</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Gauß-Prozess</subfield><subfield code="0">(DE-588)4156111-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Markov-Prozess</subfield><subfield code="0">(DE-588)4134948-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Markov-Prozess</subfield><subfield code="0">(DE-588)4134948-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Gauß-Prozess</subfield><subfield code="0">(DE-588)4156111-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Rosen, Jay</subfield><subfield code="d">1948-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)1132226988</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">978-0-521-86300-1</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">978-1-107-40375-8</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9780511617997</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029349874</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511617997</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511617997</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">FHN_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511617997</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">UBR Einzelkauf (Lückenergänzung CUP Serien 2018)</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043940904 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:14Z |
| institution | BVB |
| isbn | 9780511617997 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029349874 |
| oclc_num | 992847850 |
| open_access_boolean | |
| owner | DE-12 DE-92 DE-355 DE-BY-UBR |
| owner_facet | DE-12 DE-92 DE-355 DE-BY-UBR |
| physical | 1 Online-Ressource (x, 620 Seiten) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UBR Einzelkauf (Lückenergänzung CUP Serien 2018) |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Cambridge studies in advanced mathematics |
| spelling | Marcus, Michael B. Verfasser (DE-588)1132226228 aut Markov processes, Gaussian processes, and local times Michael B. Marcus, Jay Rosen Markov Processes, Gaussian Processes, & Local Times Cambridge Cambridge University Press 2006 1 Online-Ressource (x, 620 Seiten) txt rdacontent c rdamedia cr rdacarrier Cambridge studies in advanced mathematics 100 Title from publisher's bibliographic system (viewed on 05 Oct 2015) Brownian motion and Ray-Knight theorems -- Markov processes and local times -- Constructing Markov processes -- Basic properties of Gaussian processes -- Continuity and boundedness of Gaussian processes -- Moduli of continuity for Gaussian processes -- Isomorphism theorems -- Sample path properties of local times -- [Rho]-variation -- Most visited sites of symmetric stable processes -- Local times of diffusions -- Associated Gaussian processes This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students Markov processes Gaussian processes Local times (Stochastic processes) Gauß-Prozess (DE-588)4156111-9 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 s Gauß-Prozess (DE-588)4156111-9 s DE-604 Rosen, Jay 1948- Sonstige (DE-588)1132226988 oth Erscheint auch als Druck-Ausgabe 978-0-521-86300-1 Erscheint auch als Druck-Ausgabe 978-1-107-40375-8 https://doi.org/10.1017/CBO9780511617997 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Marcus, Michael B. Markov processes, Gaussian processes, and local times Brownian motion and Ray-Knight theorems -- Markov processes and local times -- Constructing Markov processes -- Basic properties of Gaussian processes -- Continuity and boundedness of Gaussian processes -- Moduli of continuity for Gaussian processes -- Isomorphism theorems -- Sample path properties of local times -- [Rho]-variation -- Most visited sites of symmetric stable processes -- Local times of diffusions -- Associated Gaussian processes Markov processes Gaussian processes Local times (Stochastic processes) Gauß-Prozess (DE-588)4156111-9 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| subject_GND | (DE-588)4156111-9 (DE-588)4134948-9 |
| title | Markov processes, Gaussian processes, and local times |
| title_alt | Markov Processes, Gaussian Processes, & Local Times |
| title_auth | Markov processes, Gaussian processes, and local times |
| title_exact_search | Markov processes, Gaussian processes, and local times |
| title_full | Markov processes, Gaussian processes, and local times Michael B. Marcus, Jay Rosen |
| title_fullStr | Markov processes, Gaussian processes, and local times Michael B. Marcus, Jay Rosen |
| title_full_unstemmed | Markov processes, Gaussian processes, and local times Michael B. Marcus, Jay Rosen |
| title_short | Markov processes, Gaussian processes, and local times |
| title_sort | markov processes gaussian processes and local times |
| topic | Markov processes Gaussian processes Local times (Stochastic processes) Gauß-Prozess (DE-588)4156111-9 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| topic_facet | Markov processes Gaussian processes Local times (Stochastic processes) Gauß-Prozess Markov-Prozess |
| url | https://doi.org/10.1017/CBO9780511617997 |
| work_keys_str_mv | AT marcusmichaelb markovprocessesgaussianprocessesandlocaltimes AT rosenjay markovprocessesgaussianprocessesandlocaltimes AT marcusmichaelb markovprocessesgaussianprocesseslocaltimes AT rosenjay markovprocessesgaussianprocesseslocaltimes |