Markov Processes | Zookal Textbooks | Zookal Textbooks
  • Author(s) Stewart N. Ethier / Thomas G. Kurtz
  • SubtitleCharacterization and Convergence
  • Edition1
  • Published31st August 2005
  • PublisherJohn Wiley & Sons Inc (US)
  • ISBN9780471769866

Characterization and Convergence

The Wiley-Interscience Paperback Series consists of selected books
that have been made more accessible to consumers in an effort to
increase global appeal and general circulation. With these new
unabridged softcover volumes, Wiley hopes to extend the lives of
these works by making them available to future generations of
statisticians, mathematicians, and scientists.



"[A]nyone who works with Markov processes whose state space is
uncountably infinite will need this most impressive book as a guide
and reference."

-American Scientist



"There is no question but that space should immediately be reserved
for [this] book on the library shelf. Those who aspire to mastery
of the contents should also reserve a large number of long winter
evenings."

-Zentralblatt für Mathematik und ihre Grenzgebiete/Mathematics
Abstracts



"Ethier and Kurtz have produced an excellent treatment of the
modern theory of Markov processes that [is] useful both as a
reference work and as a graduate textbook."

-Journal of Statistical Physics



Markov Processes presents several different approaches to proving
weak approximation theorems for Markov processes, emphasizing the
interplay of methods of characterization and approximation.
Martingale problems for general Markov processes are systematically
developed for the first time in book form. Useful to the
professional as a reference and suitable for the graduate student
as a text, this volume features a table of the interdependencies
among the theorems, an extensive bibliography, and end-of-chapter
problems.

Markov Processes

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  • Author(s) Stewart N. Ethier / Thomas G. Kurtz
  • SubtitleCharacterization and Convergence
  • Edition1
  • Published31st August 2005
  • PublisherJohn Wiley & Sons Inc (US)
  • ISBN9780471769866

Characterization and Convergence

The Wiley-Interscience Paperback Series consists of selected books
that have been made more accessible to consumers in an effort to
increase global appeal and general circulation. With these new
unabridged softcover volumes, Wiley hopes to extend the lives of
these works by making them available to future generations of
statisticians, mathematicians, and scientists.



"[A]nyone who works with Markov processes whose state space is
uncountably infinite will need this most impressive book as a guide
and reference."

-American Scientist



"There is no question but that space should immediately be reserved
for [this] book on the library shelf. Those who aspire to mastery
of the contents should also reserve a large number of long winter
evenings."

-Zentralblatt für Mathematik und ihre Grenzgebiete/Mathematics
Abstracts



"Ethier and Kurtz have produced an excellent treatment of the
modern theory of Markov processes that [is] useful both as a
reference work and as a graduate textbook."

-Journal of Statistical Physics



Markov Processes presents several different approaches to proving
weak approximation theorems for Markov processes, emphasizing the
interplay of methods of characterization and approximation.
Martingale problems for general Markov processes are systematically
developed for the first time in book form. Useful to the
professional as a reference and suitable for the graduate student
as a text, this volume features a table of the interdependencies
among the theorems, an extensive bibliography, and end-of-chapter
problems.
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