An introduction to Markov processes
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. TOC:Random Walks A Good Place to Begin.- Doeblin's Theory for Markov Chains.- More about the Ergodic Theory of Markov Chains.- Markov Processes in Continuous Time.- Reversible Markov Processes.- Some Mild Measure Theory.- Notation.- References.- Index.-
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783540234517
3540234519
9783540234999
3540234993
- Maße
-
24 cm
- Umfang
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XIV, 171 S.
- Sprache
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Englisch
- Erschienen in
-
Graduate texts in mathematics ; 230
- Klassifikation
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Mathematik
- Schlagwort
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Markov-Prozess
- Ereignis
-
Veröffentlichung
- (wo)
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Berlin, Heidelberg, New York
- (wer)
-
Springer
- (wann)
-
2005
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:23 MESZ
Datenpartner
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Stroock, Daniel W.
- Springer
Entstanden
- 2005
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