Markov processes: characterization and convergence
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2005
|
| Ausgabe: | [Nachdruck] |
| Schriftenreihe: | Wiley series in probability and mathematical statistics
|
| Schlagwörter: | |
| Links: | http://deposit.dnb.de/cgi-bin/dokserv?id=2775193&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016403268&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | X, 534 Seiten |
| ISBN: | 9780471769866 047176986X |
Internformat
MARC
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| 100 | 1 | |a Ethier, Stewart N. |d 1948- |e Verfasser |0 (DE-588)141523905 |4 aut | |
| 245 | 1 | 0 | |a Markov processes |b characterization and convergence |c Stewart N. Ethier and Thomas G. Kurtz |
| 250 | |a [Nachdruck] | ||
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2005 | |
| 300 | |a X, 534 Seiten | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley series in probability and mathematical statistics | |
| 650 | 7 | |a Processos de markov |2 larpcal | |
| 650 | 4 | |a Markov processes | |
| 650 | 0 | 7 | |a Markov-Prozess |0 (DE-588)4134948-9 |2 gnd |9 rswk-swf |
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| 700 | 1 | |a Kurtz, Thomas G. |d 1941- |e Verfasser |0 (DE-588)129841714 |4 aut | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-016403268 | |
Datensatz im Suchindex
| DE-BY-TUM_call_number | 0048 MAT 607f 2012 A 4657 0102 MAT 607f 2012 A 4657 |
|---|---|
| DE-BY-TUM_katkey | 1865958 |
| DE-BY-TUM_location | LSB 01 |
| DE-BY-TUM_media_number | 040071410821 040071411968 040071463471 |
| _version_ | 1821934609632329729 |
| adam_text | CONTENTS
Introduction
1 Operator
Semigroups
1
Definitions and Basic Properties,
б
2
The Hille-Yosida Theorem,
10
3
Cores,
16
4
Multivalued Operators,
20
5
Semigroups on Function Spaces,
22
6
Approximation Theorems,
28
7
Perturbation Theorems,
37
8
Problems,
42
9
Notes,
47
2
Stochastic Processes and Martingales
49
1
Stochastic Processes,
49
2
Martingales,
55
3
Local Martingales,
64
4
The Projection Theorem,
71
5
The Doob-Meyer Decomposition,
74
6
Square
Integrable
Martingales,
78
7
Semigroups of Conditioned Shifts,
80
8
Martingales Indexed by Directed Sets,
84
9
Problems,
89
10
Notes,
93
vii
viii CONTENTS
3
Convergence of Probability Measures
95
1
The Prohorov Metric,
96
2
Prohorov s Theorem,
103
3
Weak Convergence,
107
4
Separating and Convergence Determining Sets,
111
5
The Space DEi0, oo),
116
6
The Compact Sets of O£[0, oo),
122
7
Convergence in Distribution in
DE[0,
oo),
127
8
Criteria for Relative Compactness in DE[0, oo),
132
9
Further Criteria for Relative Compactness
inD£[0, oo),
141
10
Convergence to a Process in Cc[0, oo),
147
11
Problems,
150
12
Notes,
154
4
Generators and Markov Processes
155
1
Markov Processes and Transition Functions,
156
2
Markov Jump Processes and Feller Processes,
162
3
The Martingale Problem: Generalities and Sample
Path Properties,
173
4
The Martingale Problem: Uniqueness, the Markov
Property, and Duality,
182
5
The Martingale Problem: Existence,
196
6
The Martingale Problem: Localization,
216
7
The Martingale Problem: Generalizations,
221
8
Convergence Theorems,
225
9
Stationary Distributions,
238
10
Perturbation Results,
253
11 Problems,
261
12
Notes,
273
5
Stochastic integral Equations
275
1
Brownian Motion,
275
2
Stochastic Integrals,
279
3
Stochastic Integral Equations,
290
4
Problems,
302
5
Notes,
305
6
Random Time Changes
306
1
One-Parameter Random Time Changes,
306
2
Mul t
¡parameter Random Time Changes,
311
3
Convergence,
321
CONTiNTS
¡Ж
4
Markov Processes in Z ,
329
5
Diffusion Processes,
328
6
Problems,
332
7
Notes,
335
7
Invariance
Principles and Diffusion Approximations
337
1
The Martingale Central Limit Theorem,
338
2
Measures of Mixing, 34S
3
Central Limit Theorems for Stationary Sequences, 3S0
4
Diffusion Approximations,
354
5
Strong Approximation Theorems,
356
6
Problems,
360
7
Notes,
364
8
Examples of Generators
365
1
Nondegenerate
Diffusions,
366
2
Degenerate Diffusions,
371
3
Other Processes,
376
4
Problems,
382
5
Notes,
385
9
Branching Processes
386
1
Galton-Watson Processes,
386
2
Two-Type Markov Branching Processes,
392
3
Branching Processes in Random Environments,
396
4
Branching Markov Processes,
400
5
Problems,
407
6
Notes,
409
10
Genetic Models
410
1 The Wright-Fisher Model,
411
2
Applications of the Diffusion Approximation,
415
3
Genotypic-Frequency Models,
426
4
Infinitely-Many-Allele Models,
435
5
Problems,
448
6
Notes,
451
11
Density Dependent Population Processes
452
1
Examples,
452
2
Law of Large Numbers and Central Limit Theorem,
455
X
CONTENTS
3
Diffusion Approximations,
459
4
Hitting Distributions,
464
5
Problems,
466
6
Notes,
467
12
Random Evolutions
468
1
Introduction,
468
2
Driving Process in a Compact State Space,
472
3
Driving Process in a Noncompact State Space,
479
4
Non-Markovian Driving Process,
483
5
Problems,
491
6
Notes,
491
Appendixes
492
1
Convergence or Expectations,
492
2
Uniform Integrability,
493
3
Bounded Pointwise Convergence, 49S
4
Monotone Class Theorems,
496
5
Gronwall s Inequality,
498
6
The Whitney Extension Theorem,
499
7
Approximation by Polynomials,
500
8
Bimeasures and Transition Functions,
502
9
Tulcea s Theorem,
504
10
Measurable Selections and Measurability of Inverses,
506
11
Analytic Sets,
506
References
508
Index
521
Flowchart
529
|
| any_adam_object | 1 |
| author | Ethier, Stewart N. 1948- Kurtz, Thomas G. 1941- |
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| callnumber-subject | QA - Mathematics |
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| classification_tum | MAT 607f |
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| dewey-full | 519.233 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.233 |
| dewey-search | 519.233 |
| dewey-sort | 3519.233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | [Nachdruck] |
| format | Book |
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| id | DE-604.BV023217306 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T13:10:52Z |
| institution | BVB |
| isbn | 9780471769866 047176986X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016403268 |
| oclc_num | 62724166 |
| open_access_boolean | |
| owner | DE-29T DE-473 DE-BY-UBG DE-634 DE-19 DE-BY-UBM DE-11 DE-91G DE-BY-TUM DE-83 |
| owner_facet | DE-29T DE-473 DE-BY-UBG DE-634 DE-19 DE-BY-UBM DE-11 DE-91G DE-BY-TUM DE-83 |
| physical | X, 534 Seiten |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley series in probability and mathematical statistics |
| spellingShingle | Ethier, Stewart N. 1948- Kurtz, Thomas G. 1941- Markov processes characterization and convergence Processos de markov larpcal Markov processes Markov-Prozess (DE-588)4134948-9 gnd |
| subject_GND | (DE-588)4134948-9 |
| title | Markov processes characterization and convergence |
| title_auth | Markov processes characterization and convergence |
| title_exact_search | Markov processes characterization and convergence |
| title_full | Markov processes characterization and convergence Stewart N. Ethier and Thomas G. Kurtz |
| title_fullStr | Markov processes characterization and convergence Stewart N. Ethier and Thomas G. Kurtz |
| title_full_unstemmed | Markov processes characterization and convergence Stewart N. Ethier and Thomas G. Kurtz |
| title_short | Markov processes |
| title_sort | markov processes characterization and convergence |
| title_sub | characterization and convergence |
| topic | Processos de markov larpcal Markov processes Markov-Prozess (DE-588)4134948-9 gnd |
| topic_facet | Processos de markov Markov processes Markov-Prozess |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=2775193&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016403268&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT ethierstewartn markovprocessescharacterizationandconvergence AT kurtzthomasg markovprocessescharacterizationandconvergence |
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0048 MAT 607f 2012 A 4657 Lageplan |
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| Exemplar 1 | Dauerhaft ausgeliehen Ausgeliehen – Rückgabe bis: 31.12.9999 |
Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 MAT 607f 2012 A 4657 Lageplan |
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| Exemplar 2 | Ausleihbar Am Standort |