Green's function methods in probability theory

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Author(s): Keilson, Julian
Series: Griffin's statistical monographs & courses no. 17.
Publisher: Hafner
Year: 1965

Language: English
Pages: 232
City: New York
Tags: Probabilities Green s functions Probability Theory Funktion Wahrscheinlichkeitsrechnung

Introduction and summary --
Homogeneous Markov processes --
Conjugate transformation and asymptotic behaviour --
The passage problem for homogeneous skip-free processes --
Bounded processes and ergodic Green's functions --
Ergodic distributions, ruin problems, and extremes --
Processes with representation of finite dimension.