ISBN-10:
1441919600
ISBN-13:
9781441919601
Pub. Date:
11/19/2010
Publisher:
Springer New York
Markov Processes, Brownian Motion, and Time Symmetry / Edition 2

Markov Processes, Brownian Motion, and Time Symmetry / Edition 2

by Kai Lai Chung, John B. Walsh

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Product Details

ISBN-13: 9781441919601
Publisher: Springer New York
Publication date: 11/19/2010
Series: Grundlehren der mathematischen Wissenschaften , #249
Edition description: Softcover reprint of hardcover 2nd ed. 2005
Pages: 432
Sales rank: 1,042,577
Product dimensions: 6.10(w) x 9.25(h) x 0.36(d)

Table of Contents

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.

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