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Excursions of markov processes

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This book is about the analysis and construction of Markov processes in terms of the excursions of the path between visits to a subset of the state space. Its purpose is to attract graduate students and research mathematicians to the subject, and to acquaint them with the theory, techniques and applications of the excursion viewpoint.

Author(s): R.M. Blumenthal
Series: Probability and Its Applications
Publisher: Birkhauser Verlag AG
Year: 1991

Language: English
Commentary: +OCR
Pages: 146