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Excursions of Markov Processes by Robert M. Blumenthal

Excursions of Markov Processes

by Robert M. Blumenthal
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Book cover type: Paperback
  • ISBN13: 9781468494143
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Birkhauser
  • Publication Date:
  • Pages: 276
  • Original Price: EUR 69.99
  • Language: English
  • Edition: Softcover Repri
  • Item Weight: 444 grams
  • BISAC Subject(s): General and Probability & Statistics / General

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

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