Non-Fiction Books:

Excessive Measures

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Paperback / softback
$147.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 2-3 weeks
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $36.75 with Afterpay Learn more

6 weekly interest-free payments of $24.50 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 8-20 May using International Courier

Description

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.
Release date NZ
October 1st, 2011
Author
Audience
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 1990
Illustrations
X, 190 p.
Pages
190
Dimensions
152x229x11
ISBN-13
9781461280361
Product ID
21760614

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...