Stationary Processes and Discrete Parameter Markov Processes / Rabi Bhattacharya, Edward C. Waymire
| Stationary Processes and Discrete Parameter Markov Processes / Rabi Bhattacharya, Edward C. Waymire |
| Autore | Bhattacharya, Rabi |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvii, 449 p. : ill. ; 24 cm |
| Altri autori (Persone) | Waymire, Edward C. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020] 60Jxx - Markov processes [MSC 2020] |
| Soggetto non controllato |
Advanced probability
Applications of large deviation theory Birkhoff’s Ergodic Theorem Birth–death chains Discrete parameter Markov processes Discrete parameter Markov processes on a general state space Extended Perron-Frobenius Theorem FKG inequalities Geometric rates of convergence to equilibrium Hitting probabilities and absorption Kalman Filter Large deviation theory for Markov processes Spectral representation of a stationary process Stationary ergodic Markov processes Stochastic processes Weakly stationary processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278137 |
Bhattacharya, Rabi
|
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| Cham, : Springer, 2022 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stationary Processes and Discrete Parameter Markov Processes / Rabi Bhattacharya, Edward C. Waymire
| Stationary Processes and Discrete Parameter Markov Processes / Rabi Bhattacharya, Edward C. Waymire |
| Autore | Bhattacharya, Rabi |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvii, 449 p. : ill. ; 24 cm |
| Altri autori (Persone) | Waymire, Edward C. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020] 60Jxx - Markov processes [MSC 2020] |
| Soggetto non controllato |
Advanced probability
Applications of large deviation theory Birkhoff’s Ergodic Theorem Birth–death chains Discrete parameter Markov processes Discrete parameter Markov processes on a general state space Extended Perron-Frobenius Theorem FKG inequalities Geometric rates of convergence to equilibrium Hitting probabilities and absorption Kalman Filter Large deviation theory for Markov processes Spectral representation of a stationary process Stationary ergodic Markov processes Stochastic processes Weakly stationary processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278137 |
Bhattacharya, Rabi
|
||
| Cham, : Springer, 2022 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||