Dynkin Festschrift

Name: Dynkin Festschrift
Brand: Springer-Verlag New York Inc.
SKU: 9781461266914
Price: 296.97 RON
Availability: InStock

Markov Processes and their Applications

Autor: Mark I. Freidlin

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Editura: Springer-Verlag New York Inc.

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Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynk...

Informații despre carte

Autor

Mark I. Freidlin

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2012

Pagini

416

EAN

9781461266914

ISBN

1461266912

Enbook ID

06794870

Editura

Springer-Verlag New York Inc.

Greutate

688

Dimensiuni

155 x 235 x 25

Descriere completă

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.

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Dynkin Festschrift

Markov Processes and their Applications

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