Measure-valued Processes and Stochastic Flows - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Measure-valued Processes and Stochastic Flows write by Andrey A. Dorogovtsev. This book was released on 2023-11-06. Measure-valued Processes and Stochastic Flows available in PDF, EPUB and Kindle.
Measure-Valued Branching Markov Processes
Measure-Valued Branching Markov Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Measure-Valued Branching Markov Processes write by Zenghu Li. This book was released on 2023-04-14. Measure-Valued Branching Markov Processes available in PDF, EPUB and Kindle. This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes. Measure-valued branching processes arise as high density limits of branching particle systems. The first part of the book gives an analytic construction of a special class of such processes, the Dawson–Watanabe superprocesses, which includes the finite-dimensional continuous-state branching process as an example. Under natural assumptions, it is shown that the superprocesses have Borel right realizations. Transformations are then used to derive the existence and regularity of several different forms of the superprocesses. This technique simplifies the constructions and gives useful new perspectives. Martingale problems of superprocesses are discussed under Feller type assumptions. The second part investigates immigration structures associated with the measure-valued branching processes. The structures are formulated by skew convolution semigroups, which are characterized in terms of infinitely divisible probability entrance laws. A theory of stochastic equations for one-dimensional continuous-state branching processes with or without immigration is developed, which plays a key role in the construction of measure flows of those processes. The third part of the book studies a class of Ornstein-Uhlenbeck type processes in Hilbert spaces defined by generalized Mehler semigroups, which arise naturally in fluctuation limit theorems of the immigration superprocesses. This volume is aimed at researchers in measure-valued processes, branching processes, stochastic analysis, biological and genetic models, and graduate students in probability theory and stochastic processes.
Stochastic Flows in the Brownian Web and Net
Stochastic Flows in the Brownian Web and Net - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Flows in the Brownian Web and Net write by Emmanuel Schertzer . This book was released on 2014-01-08. Stochastic Flows in the Brownian Web and Net available in PDF, EPUB and Kindle. It is known that certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments have diffusive scaling limits. Here, in the continuum limit, the random environment is represented by a `stochastic flow of kernels', which is a collection of random kernels that can be loosely interpreted as the transition probabilities of a Markov process in a random environment. The theory of stochastic flows of kernels was first developed by Le Jan and Raimond, who showed that each such flow is characterized by its -point motions. The authors' work focuses on a class of stochastic flows of kernels with Brownian -point motions which, after their inventors, will be called Howitt-Warren flows. The authors' main result gives a graphical construction of general Howitt-Warren flows, where the underlying random environment takes on the form of a suitably marked Brownian web. This extends earlier work of Howitt and Warren who showed that a special case, the so-called "erosion flow", can be constructed from two coupled "sticky Brownian webs". The authors' construction for general Howitt-Warren flows is based on a Poisson marking procedure developed by Newman, Ravishankar and Schertzer for the Brownian web. Alternatively, the authors show that a special subclass of the Howitt-Warren flows can be constructed as random flows of mass in a Brownian net, introduced by Sun and Swart. Using these constructions, the authors prove some new results for the Howitt-Warren flows.
Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991
Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991 - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991 write by Donald A. Dawson. This book was released on 2006-11-14. Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991 available in PDF, EPUB and Kindle. CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.
Measure-Valued Processes and Stochastic Flows
Measure-Valued Processes and Stochastic Flows - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Measure-Valued Processes and Stochastic Flows write by Andrey a Dorogovtsev. This book was released on 2023-12-04. Measure-Valued Processes and Stochastic Flows available in PDF, EPUB and Kindle.
