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An Introduction To Markov Processes

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An Introduction To Markov Processes Cover

 

Synopses & Reviews

Publisher Comments:

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.

Synopsis:

Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory

About the Author

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 thoery.

Table of Contents

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.

Product Details

ISBN:
9783540234999
Author:
Stroock, Daniel W.
Publisher:
Springer
Author:
Stroock, D. W.
Subject:
Probability
Subject:
Ergodic theory
Subject:
Markov Chains
Subject:
reversible Markov chains
Subject:
Probability & Statistics - General
Subject:
Mathematics | Probability and Statistics
Subject:
Statistics
Subject:
Probability Theory and Stochastic Processes
Copyright:
Edition Number:
1
Edition Description:
Book
Series:
Graduate Texts in Mathematics
Series Volume:
230
Publication Date:
March 2005
Binding:
HARDCOVER
Language:
English
Pages:
192
Dimensions:
235 x 155 mm

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Related Subjects

Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics
Science and Mathematics » Physics » General

An Introduction To Markov Processes New Hardcover
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Product details 192 pages Springer - English 9783540234999 Reviews:
"Synopsis" by , Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory
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