Theory of Markov Processes

Author(s): E.B. Dynkin
Genre: Science
Original Publish Date: Jan 27, 2012
Product Number: EB00796898
Released: Dec 04, 2019
Business Term: Purchase
ISBN: #9780486154862
Publisher: Dover Publications
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An investigation of the logical foundations of the theory behind Markov random processes, this text explores subprocesses, transition functions, and conditions for boundedness and continuity. Rather than focusing on probability measures individually, the work explores connections between functions. An elementary grasp of the theory of Markov processes is assumed. Starting with a brief survey of relevant concepts and theorems from measure theory, the text investigates operations that permit an inspection of the class of Markov processes corresponding to a given transition function. It advances to the more complicated operations of generating a subprocess, followed by examinations of the construction of Markov processes with given transition functions, the concept of a strictly "Markov process," and the conditions required for boundedness and continuity of a Markov process. Addenda, notes, references, and indexes supplement the text.

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