Probability Measures on Semigroups by Arunava Mukherjea
This second edition presents up-to-date material on the theory of weak convergance of convolution products of probability measures in semigroups, the theory of random walks on semigroups, and their applications to products of random matrices.-
Probability Models for DNA Sequence Evolution
-
An Introduction to Stochastic Integration
-
Invariant Probabilities of Transition Functions
-
Associated Sequences, Demimartingales and Nonparametric Inference
-
Continuous-Time Markov Jump Linear Systems
-
Quasi-Stationary Distributions
-
Normal Approximation by Stein's Method
-
Stochastic Partial Differential Equations
-
Self-Normalized Processes
-
Laws of Chaos
-
Stochastic Differential Equations in Infinite Dimensions
-
Invariant Random Fields on Spaces with a Group Action
-
Noise-Induced Phenomena in Slow-Fast Dynamical Systems
-
Schrodinger Diffusion Processes
-
Stochastic Control in Insurance
-
Measure-Valued Branching Markov Processes
-
Stochastic Processes
-
The Doctrine of Chances
-
An Introduction to the Theory of Point Processes
-
Eigenvalues, Inequalities, and Ergodic Theory
-
Theory of Random Sets
-
Feynman-Kac Formulae
-
Mass Transportation Problems
-
Stochastic Calculus for Fractional Brownian Motion and Applications
-
Renewal Theory for Perturbed Random Walks and Similar Processes
-
Discrete-Time Markov Jump Linear Systems
-
Basics of Applied Stochastic Processes
-
Limit Theorems for Randomly Stopped Stochastic Processes
-
Point Process Theory and Applications
-
Excursions of Markov Processes
-
Decoupling
-
The Malliavin Calculus and Related Topics
-
Discrete-Time Semi-Markov Random Evolutions and Their Applications
-
Stochastic Neutron Transport
-
Diffusions and Elliptic Operators
From the reviews of the second edition:
`A well-written book..This is elegant mathematics, motivated by examples and presented in an accessible way that engages the reader.'
International Statistics Institute, December 1996
`This beautiful book...guides the reader through the most important developments...a valuable addition to the library of the probabilist, and a must for anybody interested in probability on algebraic structures.'
Zentralblatt für Mathematik und ihre Grenzgebiete-Mathematical Abstracts
`This well-written volume, by two of the most successful workers in the field....deserves to become the standard introduction for beginning researchers in this field.'
Journal Royal Statistical Society
“Högnäs and Mukherjea have made substantial contributions to the subject themselves and present their work and that of others in a unified way. … For students … this book is an excellent account of the long-term behavior of random transformations. It organizes the ideas very well and its development of the theory is clear and rigorous. … a useful reference for anyone interested in random walks on semigroups and groups. … will be valuable to any reader who wishes to learn the subject … .” (George Willis, SIAM Review, Vol. 54 (2), 2012)
| SKU | Unavailable |
| ISBN 13 | 9781461427322 |
| ISBN 10 | 1461427320 |
| Title | Probability Measures on Semigroups |
| Author | Arunava Mukherjea |
| Series | Probability And Its Applications |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 2012-12-25 |
| Number of pages | 430 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |