Random Processes with Independent Increments

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Mai 1991



One SCI\'ice mathematics bas rendered the 'Et moi, .... si j'avait su comment en revcnir. je n'y serais point aile: human race. It bas put common sc:nsc back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded n- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non­ linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. :; 'One service logic has rendered com­ puter science .. :; 'One service category theory has rendered mathematics .. :. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.


0. Preliminary Informationh.- 0.1 Probability Space.- 0.2 Random Functions and Processes.- 0.3 Conditional Probabilities.- 0.4 Independence.
- 1. Sums of Independent Random Variables.
- 1.1 Main Inequalities.
- 1.2 Renewal Scheme.
- 1.3 Random Walks. Recurrence.
- 1.4 Distribution of Ladder Functions.
- 2. General Processes with Independent Increments (Random Measures).
- 2.1 Nonnegative Random Measures with Independent Values (r.m.i.v.).
- 2.2 Random Measures with Alternating Signs.
- 2.3 Stochastic Integrals and Countably Additive r.m.i.v.
- 2.4 Random Linear Functional and Generalized Functions.
- 3. Processes with Independent Increments. General Properties.
- 3.1 Decomposition of a Process. Properties of Sample Functions.
- 3.2 Stochastically Continuous Processes.
- 3.3 Properties of Sample Functions.
- 3.4 Locally Homogeneous Processes with Independent Increments.
- 4. Homogeneous Processes.
- 4.1 General Properties.
- 4.2 Additive Functionals.
- 4.3 Composed Poisson Process.
- 4.4 Homogeneous Processes in R.
- 5. Multiplicative Processes.
- 5.1 Definition and General Properties.
- 5.2 Multiplicative Processes in Abelian Groups.
- 5.3 Stochastic Semigroups of Linear Operators in Rd.- Notes.- References.
EAN: 9780792303404
ISBN: 0792303407
Untertitel: 'Mathematics and its Applications / Soviet Series'. 1991. Auflage. Book. Sprache: Englisch.
Verlag: Springer
Erscheinungsdatum: Mai 1991
Seitenanzahl: 296 Seiten
Format: gebunden
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