An Introduction to Markov Processes (Graduate Texts in Mathematics, 230)
Language: English
Published by Springer, 2008
- Softcover
- New

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Seller Inventory # Q-3540234519
- Title
- An Introduction to Markov Processes (Graduate Texts in Mathematics, 230)
- Author
- Stroock, Daniel W.
- Publisher
- Springer
- Publication year
- 2008
- Condition
- New
- Binding
- paperback
- Language
- English
- ISBN 10
- 3540234519
- ISBN 13
- 9783540234517
- Item weight
- 11 ounces
- Dimensions
- 6x0x9
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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BennettBooksLtd
Los Angeles, CA, U.S.A.
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