Stationary Processes and Discrete Parameter Markov Processes / Rabi Bhattacharya, Edward C. Waymire

• Autore: Bhattacharya, Rabi
• Pubblicazione: Cham, : Springer, 2022
• Descrizione fisica: xvii, 449 p. : ill. ; 24 cm
• 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
• Altri autori: Waymire, Edward C.
• Titolo autorizzato: Stationary Processes and Discrete Parameter Markov Processes
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0278137
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-3-031-00943-3
• Serie: Graduate texts in mathematics New York [etc.] . -Springer ; 293