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Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of …
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of …
In 1931 Erwin Schrödinger considered the following problem: A huge cloud of independent and identical particles with known dynamics is supposed to be observed at finite initial and …
Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical …
A problem of broad interest - the estimation of the spectral gap for matrices or differential operators (Markov chains or diffusions) - is covered in this book. In particular, it …
The Poisson-Dirichlet distribution, a probability on the in?nite-dimensional s- plex, was introduced by Kingman in 1975. Since then it has found applications in Bayesian …
Measure-valued branching processes arise as high density limits of branching particle systems. The Dawson-Watanabe superprocess is a special class of those. The author constructs …
The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability …
A problem of broad interest - the estimation of the spectral gap for matrices or differential operators (Markov chains or diffusions) - is covered in this book. In particular, it …
A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a …