Excursions of markov processes

Excursions of markov processes This book is about the analysis and construction of Markov processes in terms of the excursions of the path between visits to a subset of the state space. Its purpose is to attract graduate students and research mathematicians to the subject, and to acquaint them with the theory, techniques and applications of the excursion viewpoint.

Authors: Blumenthal R.M.Pages: 146     Year: 1992

Tags: excursions processes markov

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