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Quasi-Stationary Distributions: Markov Chains, Diffusions and Dynamical Systems - Probability and Its Applications Pierre Collet 2013 edition
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Quasi-Stationary Distributions: Markov Chains, Diffusions and Dynamical Systems - Probability and Its Applications
Pierre Collet
Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever.
350 pages, 3 black & white illustrations, 12 colour illustrations, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2012. gada 25. oktobris |
| ISBN13 | 9783642331305 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 280 |
| Izmēri | 155 × 235 × 23 mm · 544 g |
| Valoda | Franču |
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