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. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropo…
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Produktdetails
- ISBN: 978-3-662-51782-6
- EAN: 9783662517826
- Produktnummer: 20587889
- Verlag: Springer Berlin Heidelberg
- Sprache: Englisch
- Erscheinungsjahr: 2016
- Seitenangabe: 224 S.
- Masse: H23.3 cm x B15.8 cm x D1.5 cm 356 g
- Auflage: Softcover reprint of the original 2nd ed. 2014
- Abbildungen: Paperback
- Gewicht: 356
Über den Autor
Daniel Stroock has held positions at NYU, the University of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several books on analysis and various aspects of probability theory and their application to partial differential equations and differential geometry.
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