Excursions of Markov Processes
| Author | : Robert M. Blumenthal |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 287 |
| Release | : 2012-12-06 |
| ISBN-10 | : 9781468494129 |
| ISBN-13 | : 1468494120 |
| Rating | : 4/5 (120 Downloads) |
Book Synopsis Excursions of Markov Processes by : Robert M. Blumenthal
Download or read book Excursions of Markov Processes written by Robert M. Blumenthal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
