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Item Details
| Title:
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THE DYNKIN FESTSCHRIFT
MARKOV PROCESSES AND THEIR APPLICATIONS |
| By: |
Mark I. Freidlin (Editor) |
| Format: |
Paperback |
| List price:
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£79.50 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1461266912 |
| ISBN 13: |
9781461266914 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
21 October, 2012 |
| Edition: |
Softcover reprint of the original 1st ed. 1994 |
| Series: |
Progress in Probability 34 |
| Pages: |
416 |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
XXXII, 416 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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