An Introduction To Markov Processes
Language: English
Published by Secaucus, New Jersey, U.S.A.: Springer Verlag, 2005
- Softcover
- New
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- Title
- An Introduction To Markov Processes
- Author
- Stroock, Daniel W.
- Publisher
- Secaucus, New Jersey, U.S.A.: Springer Verlag
- Publication year
- 2005
- Condition
- New
- Dust jacket
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3540234519
- ISBN 13
- 9783540234517
- 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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Sizzler Texts
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