An introduction to Markov Processes
- ISBN: 9783540234999
- Editorial: Springer International Publishing AG
- Fecha de la edición: 2005
- Lugar de la edición: Berlin. Alemania
- Colección: Graduate texts in mathematics
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 171
- Idiomas: Inglés
Papel: Cartoné
76,46 €
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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.
