An Introduction to Markov Processes
Daniel W. Stroock - Collection Graduate Texts in Mathematics
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
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 |
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