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Classical Potential Theory and Its Probabilistic Counterpart

Download or Read eBook Classical Potential Theory and Its Probabilistic Counterpart PDF written by J. L. Doob and published by Springer Science & Business Media. This book was released on 1984-01-30 with total page 898 pages. Available in PDF, EPUB and Kindle.
Classical Potential Theory and Its Probabilistic Counterpart
Author :
Publisher : Springer Science & Business Media
Total Pages : 898
Release :
ISBN-10 : 0387908811
ISBN-13 : 9780387908816
Rating : 4/5 (11 Downloads)

Book Synopsis Classical Potential Theory and Its Probabilistic Counterpart by : J. L. Doob

Book excerpt: 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.


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