Dynkin Festschrift

Markov Processes and their Applications

AvMark I. Freidlin

Häftad, Engelska, 2012

Del 34 i serien Progress in Probability

533 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii­ Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In [15] and [17], Dynkin described all families of one-dimensional probability distributions admitting non-trivial sufficient statistics. These papers have considerably influenced the subsequent research in this field. But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to var­ ious initial times and states and he defined time homogeneous processes in terms of the shift operators ()t. In a joint paper with his student A.

Produktinformation

Utforska kategorier

Innehållsförteckning

Hoppa över listan

Du kanske också är intresserad av

  • Nyhet

Sallad!

Danyel Couet

Kartonnage

279 kr