Read Classical Potential Theory and Its Probabilistic Counterpart: Advanced Problems (Grundlehren der mathematischen Wissenschaften)

Classical Potential Theory and Its Probabilistic Counterpart: Advanced Problems (Grundlehren der mathematischen Wissenschaften)

Joseph L. Doob

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Description: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."We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Classical Potential Theory and Its Probabilistic Counterpart: Advanced Problems (Grundlehren der mathematischen Wissenschaften). To get started finding Classical Potential Theory and Its Probabilistic Counterpart: Advanced Problems (Grundlehren der mathematischen Wissenschaften), you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 847

Format: PDF, EPUB & Kindle Edition

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ISBN: 1461297389

Description: 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."We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Classical Potential Theory and Its Probabilistic Counterpart: Advanced Problems (Grundlehren der mathematischen Wissenschaften). To get started finding Classical Potential Theory and Its Probabilistic Counterpart: Advanced Problems (Grundlehren der mathematischen Wissenschaften), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Classical Potential Theory and Its Probabilistic Counterpart: Advanced Problems (Grundlehren der mathematischen Wissenschaften)

Classical Potential Theory and Its Probabilistic Counterpart: Advanced Problems (Grundlehren der mathematischen Wissenschaften)

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