An Introduction to Markov Processes

2005
ISBN: 978-3-540-23451-7
Verlag: Springer Berlin Heidelberg

Buch, Englisch, Band 230, 176 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 306 g

Reihe: Graduate Texts in Mathematics

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.

Zielgruppe

Graduate

Autoren/Hrsg.

Stroock, Daniel W.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Inhaltsverzeichnis

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.

Über Autor(innen)

The author has held positions at NYU, the Univresity of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several book bout various aspects of probability theory.