An Introduction to Markov Processes

Language: English

Published by Springer, Springer, 2013

3642405223 / 9783642405228

Series: Book 136 of 180 - Graduate Texts in Mathematics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm.The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.

Seller Inventory # 9783642405228

Title
An Introduction to Markov Processes
Author
Daniel W. Stroock
Publisher
Springer, Springer
Publication year
2013
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3642405223
ISBN 13
9783642405228
Edition
2nd Edition
Item weight
506 grams
Dimensions
241x160x18 mm
Series
Book 136 of 180: Graduate Texts in Mathematics

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item30 to 40 business days7 to 14 business days
First itemUS$ 72.71US$ 84.34
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