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出版社:世界圖書出版公司
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ISBN:9787510061462
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作者:(美)鐘開來
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頁數:431
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出版日期:2013-10-01
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印刷日期:2013-10-01
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包裝:平裝
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開本:24開
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版次:1
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印次:1
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鐘開來著的《馬爾科夫過程布朗運動和時間對稱(第2版)》是基於過去20年間的幾份講義一些部分創作而成,其原型是作者於1970年春天的一學期講義。書中旨在將馬爾科夫過程的一些*好的特性,特別地,用*少的預備知識和技巧講述了布朗運動。這新的版本新增加了9章,包括新的練習、參考資料和原來版本的多處修訂。目次:馬爾科夫過程;基本上性質;Hunt過程;布朗運動;勢發展;綜述;馬爾科夫鏈;放射過程;馬爾科夫鏈的應用;時間逆轉;h-變換;滅亡與變形;對偶過程;Martin邊界。讀者對像:數學、物理專業的研究生、老師和相關的科研人員。
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Preface to the New Edition Prefaee to the First Edition Chapter 1 Markov Process 1.1. Markov Property 1.2. Transition Funotion 1.3. Optional.Times 1.4. Martingale Theorems 1.5. Progressive Measurability and the Section Theorem Exercises Notes On Chapter 1 Chapter 2 Basic Properties 2.1. Martingale Connection 2.2. Feller Process Exercises 2.3. Strong Markov Property and Right Continuity of Fields Exercises 2.4. Moderate Markov Property and Quasi Left Continuity Exerclses Notes on Chapter 2 Chapter 3 Hunt Process 3.1. Defining Properties Exercises 3.2. Analysis of Excessive Functions Exercises 3.3. Hitting Times 3.4. Balayage and Fundamental Structure Exercises 3.5. Fine Properties Exercises 3.6. Decreasing Limits Exercises 3.7. Recurrence and Transience Exercises 3.8 Hypothesis(B) Exercises Notes on Chapter 3 Chapter4 Brownian Motion 4.1. Spatial Homogeneity Exercises 4.2. Preliminary Properties of Brownian Motion Exercises 4.3. Harmonie Function Exercises 4.4. Dirichlet Problem Exetcises 4.5. Superharmomc Function and Supermartingale Exercises 4.6. The Role ofthe Laplacian Exercises 4.7. The Feynman-Kac Functional and the Schrodinger Equation Exercises Notes on Chapter 4 Chapter 5 Potential Developments 5.1. QuittingTime and Equilibrium Measure Exercises 5.2. Some Principles of Potential Theory Exercises Notes on Chapter 5 Chapter 6 Generalities 6.1. Essenfial Limits 6.2. Penetration Tiriles 6.3. General Theory Exemises Notes on Chapter 6 Chapter7 Markov Chains:a Fireside Chat 7.1 Basic Examples Nores on Chapter 7 Chapter8 Ray Processes 8.1. Ray Resolvents and Semigroups 8.2. Branching Points 8.3. The Ray Processes 8.4. Jumps and Branching Points 8.5. Martingales on the Ray Space 8.6. A FetierProperty of Px 8.7. Jumps Without Branching Points 8.8. Bounded En~ance Laws 8.9. Regutar Snpetmedian Functions 8.10. Ray-Knight Compactifications:Why Every Markov Process is a Ray Process at Hcart 8.11. Useless Sets 8.12. Hunt Processes and Standard Processes 8.13. Separation and Supermedian Funcfions 8 14. Examples Exercises Nores on Chapter 8 Chapter9 Application to Markov Chains 9.1. Compactifications of Markov Chaias 9.2. Elementary Path Properties of Markov chaias 9 3. Stable and Instantaneous States 9.4. A Second Look at the Examples ofChapter7 Exercises Notes on Chapter8 Chapter 10 Time Reversal 10.1. the Loose nansition Function 10.2. Improving the Resolvent 10.3. PtoofofTheorem 10.1 10.4. Removing Hypotheses(H1)and(H2) Nores on Chapter 10 Chapter 11 h-Transforms 11.1. Branching Points 11.2. h-Transforms 11.3. Construction ofthe h-Processes 11.4. Minimal Excessive Functions and the Invariant Field 11.5. Last Exit and Co-optional Times 11.6. Reversing h-Transforms Exercises Nores on Chapter 11 Chapter 12 Death and Transfiguration:A Fireside Chat Exercises Notes on Chapter 12 Chapter 13 Processes in Duality 13.1. Formal Duality 13.2. Dual Processes 13.3. Excessive Mensures 13.4. Simple Time Reversal 13.5. The Moderate Markov Property 13.6. Dual Quantities 13.7. SmalJ Sets and Regular Points 13.8. Duality and h-Transforms Exercises 13.9. Reversal Ftom a Random Time 13.10. X_:Limits at the Lifetime 13.11. Balayage and Potentials of Measures 13.12. The Interior Reduite of a Function 13.13. Quasi-left-confinuity,Hypothesis(B),and Reduites 13.14. Fine Symmetry 13.15. Capacities and Last Exit Times Exercises Nores on Chapter 13 Chapter 14 The Martin Boundary 14.1. Hypotheses 14.2. The Martin Kerneland the Martin Space 14.3. Minimal.Points and Boundary Limits 14.4. The Martin Representation 14.5. Applications 14.6. The Martin Boundary for Brownian Morion 14.7. The Dirichlet Problem in the Martin Space Exercises Notes on Chapter 14 Chapter 15 The Basis of Duality:A Fireside Chat 15.1. Duality Measures 15.2. The Cofine Topology Notes on Chapter 15 Bibliography Index
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