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Coupling, Stationarity, and Regeneration

by Hermann Thorisson

  • ISBN: 9780387987798
  • ISBN10: 0387987797

Coupling, Stationarity, and Regeneration

by Hermann Thorisson

  • List Price: $219.00
  • Binding: Hardcover
  • Publisher: Springer Verlag
  • Publish date: 05/01/2000
  • ISBN: 9780387987798
  • ISBN10: 0387987797
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Description: Coupling is a general method of establishing properties of random variables and processes through a joint construction on a common probability space. This method has relevance to all areas of probabilistic inquiry including quantum physics, self-similarity, relativity, and queueing theory. In addition to providing new developments in coupling, this book also includes self-contained treatments of Markov chains, stationarity, regeneration, perfect simulation, and quasi-stationarity.
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