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Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion - Encyclopedia of Mathematics and its Applications De La Iglesia, Manuel Dominguez (Universidad Nacional Autonoma De Mexico)
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Orthogonal Polynomials in the Spectral Analysis of Markov Processes: Birth-Death Models and Diffusion - Encyclopedia of Mathematics and its Applications
De La Iglesia, Manuel Dominguez (Universidad Nacional Autonoma De Mexico)
This book gathers all the main results on the spectral representation of the most important one-dimensional Markov processes, with examples and applications. Covering sixty years of research, it is an essential resource for graduate students and researchers interested in the connection between orthogonal polynomials and stochastic processes.
390 pages, Worked examples or Exercises
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 21 de octubre de 2021 |
| ISBN13 | 9781316516553 |
| Editores | Cambridge University Press |
| Páginas | 348 |
| Dimensiones | 165 × 241 × 27 mm · 702 g |
| Lengua | Inglés |
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