Carte Excessive Measures R.K. Getoor

Excessive Measures

Autor: R.K. Getoor
Limbă: engleză
Legare: Copertă tare
Editura: Springer, Basel
Disponibilitate: șansă 50%
Şanse de a obține acest titlu
461.06 lei
The study of the cone of excessive measures associated with a Markov process goes back to Hunt's fun...

Informații despre carte

Autor
Limbă
engleză
Legare
Carte - Copertă tare
Publicat
1990
Pagini
190
EAN
9780817634926
Enbook ID
01398954
Editura
Greutate
440
Dimensiuni
145 x 235 x 15

Descriere completă

The study of the cone of excessive measures associated with a Markov process goes back to Hunt's fundamental mem oir [H57]. However until quite recently it received much less attention than the cone of excessive functions. The fact that an excessive function can be composed with the underlying Markov process to give a supermartingale, subject to secondary finiteness hypotheses, is crucial in the study of excessive func tions. The lack of an analogous construct for excessive mea sures seemed to make them much less tractable to a proba bilistic analysis. This point of view changed radically with the appearance of the pioneering paper by Fitzsimmons and Maisonneuve [FM86] who showed that a certain stationary process associated with an excessive measure could be used to study excessive measures probabilistically. These station ary processes or measures had been constructed by Kuznetsov [Ku74] extending earlier work of Dynkin. It is now common to call them Kuznetsov measures. Following the Fitzsimmons Maisonneuve paper there was renewed interest and remarkable progress in the study of excessive measures. The purpose of this monograph is to organize under one cover and prove under standard hypotheses many of these recent results in the theory of excessive measures. The two basic tools in this recent development are Kuznet sov measures mentioned above and the energy functional.

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