Stewart N. Ethier – författare

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.

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.

I have found many thousands more readers than I ever looked for. I have no right to say to these, You shall not ?nd fault with my art, or fall asleep over my pages; but I ask you to believe that this person writing strives to tell the truth. If there is not that, there is nothing. William Makepeace Thackeray, The History of Pendennis This is a monograph/textbook on the probabilistic aspects of gambling, intended for those already familiar with probability at the post-calculus, p- measure-theory level. Gambling motivated much of the early development of probability the- 1 ory (David 1962). Indeed, some of the earliest works on probability include Girolamo Cardano's [1501-1576] Liber de Ludo Aleae (The Book on Games of Chance, written c. 1565, published 1663), Christiaan Huygens's [1629- 1695] "De ratiociniis in ludo aleae" ("On reckoning in games of chance," 1657), Jacob Bernoulli's [1654-1705]Ars Conjectandi (The Art of Conject- ing, written c. 1690, published 1713), Pierre R' emond de Montmort's [1678- 1719] Essay d'analyse sur les jeux de hasard (Analytical Essay on Games of Chance, 1708, 1713), and Abraham De Moivre's [1667-1754]TheDoctrineof Chances (1718, 1738, 1756).Gambling also had a major in?uence on 20- century probability theory, as it provided the motivation for the concept of a martingale.