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.
| Autor: | Stroock, Daniel W. |
|---|---|
| ISBN: | 9783540234517 |
| Sprache: | Englisch |
| Seitenzahl: | 176 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer Berlin |
| Veröffentlicht: | 30.03.2005 |
| Schlagworte: | Dirichlet form Markov chain Markov chains Markov process ergodic theory random walk reversible Markov chains |
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