株式会社極東書店トップ > 商品一覧 > Poisson Point Processes and Their Application to Markov Processes.
商品詳細
Poisson Point Processes and Their Application to Markov Processes. 伊藤清著 ポアソン点過程とそのマルコフ過程への応用
・ISBN 978-981-10-0271-7 paper EUR 49.99
¥13,361.- (税込) ※(※)価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Ito, Kiyosi, |
|---|---|
| シリーズ | SpringerBriefs in Probability and Mathematical Statistics |
| 出版社 | (Springer, GW) |
| 出版年月 | 2016 |
| ページ数 | 43 pp. |
| 言語 | ENG |
| ニュース番号 | <630-288> |
解説
An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Ito, and H. P. McKean, among others. In this book, Ito discussed a case of a general Markov process with state space S and a specified point a ? S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumping-in measure and a non-negative number m< (called the stagnancy rate). The necessary and sufficient conditions for a pair k, m was obtained so that the correspondence is precisely described. For this, Ito used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}. This theory of Ito's of Poisson point processes of excursions is indeed a breakthrough. It has been expanded and applied to more general extension problems by many succeeding researchers. Thus we may say that this lecture note by Ito is really a memorial work in the extension problems of Markov processes. Especially in Chapter 1 of this note, a general theory of Poisson point processes is given that reminds us of Ito's beautiful and impressive lectures in his day.