Markov processes, Brownian motion, and time symmetry

From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features o...

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Bibliografiset tiedot
Päätekijät: Chung, Kai Lai, 1917-2009, Walsh, John B. (Tekijä)
Aineistotyyppi: Livre numérique
Kieli:Anglais
Julkaistu: New York, NY : Springer New York : Springer e-books [20..].
Cham : Springer Nature
Painos:2nd edition.
Sarja:Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics 249
Aiheet:
Linkit:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Huomautus: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Markov processes, Brownian motion, and time symmetry, Kai Lai Chung and John B. Walsh, 2nd edition, 2005, New York, Springer, 1 vol. (XII-431 p.), Grundlehren der mathematischen Wissenschaften, 978-1-4419-1960-1
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245 1 0 |a Markov processes, Brownian motion, and time symmetry   |c Kai Lai Chung and John B. Walsh. 
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500 |a Archives Springer e-books (Licence nationale) 
504 |a Bibliogr. Index 
505 0 |a Markov Process -- Basic Properties -- Hunt Process -- Brownian Motion -- Potential Developments -- Generalities -- Markov Chains: a Fireside Chat -- Ray Processes -- Application to Markov Chains -- Time Reversal -- h-Transforms -- Death and Transfiguration: A Fireside Chat -- Processes in Duality -- The Martin Boundary -- The Basis of Duality: A Fireside Chat 
506 |a Accès en ligne pour les établissements français bénéficiaires des licences nationales 
506 |a Accès soumis à abonnement pour tout autre établissement 
506 |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 
520 |a From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text 
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