An Introduction to Markov Processes /
Stroock, Daniel W.
An Introduction to Markov Processes / by Daniel W. Stroock. - xiv, 178 páginas recurso en línea. - Graduate Texts in Mathematics, 230 0072-5285 ; .
Springer eBooks
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.
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.
9783540269908
10.1007/b138428 doi
QA273.A1-274.9
An Introduction to Markov Processes / by Daniel W. Stroock. - xiv, 178 páginas recurso en línea. - Graduate Texts in Mathematics, 230 0072-5285 ; .
Springer eBooks
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.
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.
9783540269908
10.1007/b138428 doi
QA273.A1-274.9