Coverart for item
The Resource Coupling, stationarity, and regeneration, Hermann Thorisson

Coupling, stationarity, and regeneration, Hermann Thorisson

Label
Coupling, stationarity, and regeneration
Title
Coupling, stationarity, and regeneration
Statement of responsibility
Hermann Thorisson
Creator
Subject
Language
eng
Summary
"This is a book on coupling, the method of establishing properties of random variables and processes (or any random things) through a joint construction on a common probability space. Coupling is a general method relevant in all fields of probabilistic inquiry; however, the main thrust is towards characterizations, approximations, asymptotics, and simulation." "The book should be of interest to students and researchers in probability, stochastic modelling, and mathematical statistics. It is written with a Ph.D. student in mind, and the first two chapters can be read at the master's level and even at an advanced undergraduate level. The book is mathematically self-contained, relying only on the measure-theoretic basics and on elementary Markov chain theory."--BOOK JACKET
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Thorisson, Hermann
Dewey number
519.2
Illustrations
illustrations
Index
index present
LC call number
QA273
LC item number
.T4395 2000
Literary form
non fiction
Nature of contents
bibliography
Series statement
Probability and its applications
http://library.link/vocab/subjectName
  • Random variables
  • Stochastic processes
Label
Coupling, stationarity, and regeneration, Hermann Thorisson
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 491-507) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Random Variables -- 2. Markov Chains and Random Walks -- 3. Random Elements -- 4. Stochastic Processes -- 5. Shift-Coupling -- 6. Markov Processes -- 7. Transformation Coupling -- 8. Stationarity, The Palm Dualities -- 9. The Palm Dualities in Higher Dimensions -- 10. Regeneration
Control code
41967195
Dimensions
24 cm
Extent
xiv, 517 pages
Isbn
9780387987798
Isbn Type
(hardcover : alk. paper)
Lccn
99040961
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Label
Coupling, stationarity, and regeneration, Hermann Thorisson
Publication
Bibliography note
Includes bibliographical references (pages 491-507) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Random Variables -- 2. Markov Chains and Random Walks -- 3. Random Elements -- 4. Stochastic Processes -- 5. Shift-Coupling -- 6. Markov Processes -- 7. Transformation Coupling -- 8. Stationarity, The Palm Dualities -- 9. The Palm Dualities in Higher Dimensions -- 10. Regeneration
Control code
41967195
Dimensions
24 cm
Extent
xiv, 517 pages
Isbn
9780387987798
Isbn Type
(hardcover : alk. paper)
Lccn
99040961
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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