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Classical Potential Theory and Its Probabilistic Counterpart

BuchKartoniert, Paperback
Verkaufsrang16631inMathematik
CHF79.90

Beschreibung

From the reviews: "This huge book written in several years by one of the few mathematicians able to do it, appears as a precise and impressive study (not very easy to read) of this bothsided question that replaces, in a coherent way, without being encyclopaedic, a large library of books and papers scattered without a uniform language. Instead of summarizing the author gives his own way of exposition with original complements. This requires no preliminary knowledge. ...The purpose which the author explains in his introduction, i.e. a deep probabilistic interpretation of potential theory and a link between two great theories, appears fulfilled in a masterly manner".
M. Brelot in Metrika (1986)
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Details

ISBN/GTIN978-3-540-41206-9
ProduktartBuch
EinbandKartoniert, Paperback
Erscheinungsdatum12.01.2001
Auflage01001 A. 1st ed. 1984. Reprint 2001
Seiten916 Seiten
SpracheEnglisch
MasseBreite 155 mm, Höhe 235 mm, Dicke 50 mm
Gewicht1378 g
Artikel-Nr.1563258
KatalogBuchzentrum
Datenquelle-Nr.16082334
WarengruppeMathematik
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Reihe

Über den/die AutorIn

Biography of Joseph L. Doob

Born in Cincinnati, Ohio on February 27, 1910, Joseph L. Doob studied for both his undergraduate and doctoral degrees at Harvard University. He was appointed to the University of Illinois in 1935 and remained there until his retirement in 1978.

Doob worked first in complex variables, then moved to probability under the initial impulse of H. Hotelling, and influenced by A.N Kolmogorov's famous monograph of 1933, as well as by Paul Lévy's work.

In his own book Stochastic Processes (1953), Doob established martingales as a particularly important type of stochastic process. Kakutani's treatment of the Dirichlet problem in 1944, combining complex variable theory and probability, sparked off Doob's interest in potential theory, which culminated in the present book.

(For more details see: http://www.dartmouth.edu/~chance/Doob/conversation.html)