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Synopsis
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.
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About the Author
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.
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An Introduction To Markov Processes
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Secaucus, New Jersey, U.S.A.: Springer Verlag, 2005
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An Introduction to Markov Processes
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An Introduction to Markov Processes (Graduate Texts in Mathematics, 230)
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An Introduction to Markov Processes (Graduate Texts in Mathematics)
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An Introduction to Markov Processes (Graduate Texts in Mathematics, 230, Band 230)
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Berlin. Springer Verlag., 2005
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An Introduction to Markov Processes (Graduate Texts in Mathematics, 230, Band 230) Stroock, Daniel W.
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