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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Analysis Classical Potential Theory and Its Probabilistic Counterpart
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Classical Potential Theory and Its Probabilistic Counterpart
J. L. Doob (Broschiert, Englisch)
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Beschreibung
Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov process can be used to define the Green function of a potential theory. Thus it is possible to define and develop many potential theoretic concepts probabilistically, a procedure potential theorists observe withjaun diced eyes in view of the… fact that now as in the past their subject provides the motivation for much of Markov process theory. However that may be it is clear that certain concepts in potential theory correspond closely to concepts in probability theory, specifically to concepts in martingale theory. For example, superharmonic functions correspond to supermartingales. More specifically: the Fatou type boundary limit theorems in potential theory correspond to supermartingale convergence theorems; the limit properties of monotone sequences of superharmonic functions correspond surprisingly closely to limit properties of monotone sequences of super martingales; certain positive superharmonic functions [supermartingales] are called "potentials," have associated measures in their respective theories and are subject to domination principles (inequalities) involving the supports of those measures; in each theory there is a reduction operation whose properties are the same in the two theories and these reductions induce sweeping (balayage) of the measures associated with potentials, and so on. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
26.09.2011
Sprache
Englisch
EAN
9781461297383
Herausgeber
Springer US
Serien- oder Bandtitel
Grundlehren der mathematischen Wissenschaften
Sonderedition
Nein
Autor
J. L. Doob
Seitenanzahl
847
Einbandart
Broschiert
Buch Untertitel
Advanced Problems
Bandzählung
262
Schlagwörter
Transition function, Martingale, Motion, Probability theory, Potential theory, Markov process
Höhe
235 mm
Breite
15.5 cm
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