Daniel W. Stroock

eBook, PDF

An Introduction to Markov Processes (eBook, PDF)

Beschreibung

This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. A whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 9.6MB

Barrierefreiheit

• Text-to-Speech

Autor

The author has held positions at NYU, the Univresity of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several book bout various aspects of probability theory.

Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 178
• Erscheinungstermin: 14. Oktober 2005
• Englisch
• ISBN-13: 9783540269908
• Artikelnr.: 44134120

Rezensionen

From the reviews:
"The book under review ... provides an excellent introduction to the theory of Markov processes ... . An abstract mathematical setting is given in which Markov processes are then defined and thoroughly studied. Because of this the book will basically be of interest to mathematicians and those who have at least a good knowledge of undergraduate analysis and probability theory. ... The proofs are clearly written and explanations are not too concise which makes this book indeed very useful for a graduate course." (Stefaan De Winter, Bulletin of the Belgian Mathematical Society, Vol. 15 (1), 2008)