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.-
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
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9783540234517
3540234519
9783540234999
3540234993
- Dimensions
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24 cm
- Extent
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XIV, 171 S.
- Language
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Englisch
- Bibliographic citation
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Graduate texts in mathematics ; 230
- Classification
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Mathematik
- Keyword
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Markov-Prozess
- Event
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Veröffentlichung
- (where)
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Berlin, Heidelberg, New York
- (who)
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Springer
- (when)
-
2005
- Creator
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 2:23 PM CEST
Data provider
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Stroock, Daniel W.
- Springer
Time of origin
- 2005
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