An Introduction to Markov Processes

Daniel W. Stroock - Collection Graduate Texts in Mathematics

171 pages, parution le 27/01/2005

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Résumé

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.

L'auteur - Daniel W. Stroock

Daniel W. Stroock is a Simons Professor of Mathematics at the Massachusetts Institute of Technology and the author of several books, including A Concise Introduction to the Theory of Integration and Probability Theory, an Analytic View.

Sommaire

Random Walks A Good Place to Begin
Doeblin's Theory for Markov Chains
More about the Ergodic Theory of Markov Chains
Markov Processes in Continuous Time
Reversible Markov Processes
Some Mild Measure Theory

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Daniel W. Stroock
Collection	Graduate Texts in Mathematics
Parution	27/01/2005
Nb. de pages	171
Format	16 x 24
Couverture	Relié
Poids	397g
Intérieur	Noir et Blanc
EAN13	9783540234999