An Introduction to Markov Processes
Language: English
Published by Springer, 2005
- Softcover
- New
Seller: Aideo Books, San Marino, CA, U.S.A.Aideo Books
AbeBooks seller since July 3, 2020
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- Title
- An Introduction to Markov Processes
- Author
- Stroock, Daniel W
- Publisher
- Springer
- Publication year
- 2005
- Condition
- New in new dust jacket.
- Binding
- Trade paperback
- Language
- English
- ISBN 10
- 3540234519
- ISBN 13
- 9783540234517
- Edition
- First edition. INTERNATIONAL EDITION
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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Aideo Books
San Marino, CA, U.S.A.
AbeBooks seller since July 3, 2020
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