Excursions of Markov Processes

by Robert M Blumenthal

Let {Xti t O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursions away from 0," that is pieces of path X.: T::5 s::5 t, with Xr- = X = 0, but X. 1= 0 for T

• Format: Paperback
• Language: English
• ISBN: 1468494147
• ISBN13: 9781468494143
• Release Date: June 2012
• Publisher: Birkhauser
• Length: 276 Pages
• Weight: 0.91 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"