Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion: 181 (Encyclopedia of Mathematics and its Applications, Series Number 181) - Image 1

£89.86

Cambridge University Press Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion: 181 (Encyclopedia of Mathematics and its Applications, Series Number 181)

Name: Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion: 181 (Encyclopedia of Mathematics and its Applications, Series Number 181)
Brand: Cambridge University Press
Price: 89.86 GBP
Availability: InStock

Applied Mathematics

This is the usual price. Wait for it to drop, or tell us your number.

£90 today · usual range £0–£0 · best ever £77

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 632 days • 632 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 632 days • 5 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £84-88 (238 days, 37.7%)

Price range: £77 - £95

Price levels: 5 price ranges over 632 days

Description

In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability. Book Description Gathers all the main results on the spectral representation of one-dimensional Markov processes, with examples and applications. About the Author Manuel Domínguez de la Iglesia is Professor of Mathematics at the Instituto de Matemáticas of the Universidad Nacional Autónoma de México.

Product Specifications

Brand: Cambridge University Press
Format: Hardcover
ASIN: 1316516555
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 21 October 2021
Listed Since: 27 April 2021

Barcode

No barcode data available

Cambridge University Press Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion: 181 (Encyclopedia of Mathematics and its Applications, Series Number 181)

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Stationary Processes and Discrete Parameter Markov Processes: 293 (Graduate Texts in Mathematics, 293)

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Stochastic Processes and Orthogonal Polynomials: 146 (Lecture Notes in Statistics, 146)

Stochastic Processes and Random Matrices: Lecture Notes of the Les Houches Summer School: Volume 104, July 2015

Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)

Probability: Theory and Examples: 49 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49)

Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems: 266 (Operator Theory: Advances and Applications, 266)

Large Deviations for Stochastic Processes (Mathematical Surveys and Monographs)

Invariant Probabilities of Transition Functions: 44 (Probability and Its Applications)

Invariant Probabilities of Transition Functions: 44 (Probability and Its Applications)

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)

Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010: 22 (Springer Proceedings in Mathematics & Statistics, 22)

Simulation of Stochastic Processes with Given Accuracy and Reliability

Asymptotic Properties of Permanental Sequences: Related to Birth and Death Processes and Autoregressive Gaussian Sequences (SpringerBriefs in Probability and Mathematical Statistics)

Large Deviations for Stochastic Processes (Mathematical Surveys & Monographs)

Measure-Valued Branching Markov Processes: 103 (Probability Theory and Stochastic Modelling, 103)

Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)

Stability of Infinite Dimensional Stochastic Differential Equations with Applications: 135 (Monographs and Surveys in Pure and Applied Mathematics)

Adventures in Stochastic Processes

Stochastic Processes: Lectures given at Aarhus University

Essentials of Brownian Motion and Diffusion (Mathematical Surveys and Monographs)

Markov Chains on Metric Spaces: A Short Course (Universitext)

Springer - Modelling and Application of Stochastic Processes

Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering)