This book draws together contributions from authorities in the field and fills the urgent need to communicate the state of the art to a general statistical audience. Emphasis is placed on practice rather than theory, although fundamental theoretical concepts are discussed. The i…
Focusing on p-adic and adelic analogues of pseudodifferential equations, this monograph presents a very general theory of parabolic-type equations and their Markov processes motivated by their connection with models of complex hierarchic systems. The Gelfand-Shilov method for co…
The purpose of this book is to study the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the alm…
This invaluable book provides approximately 100 examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the theory to real-life problems like stock exchange, queues, gambling, optimal search etc., the main attention is paid to co…
