An Introduction to Markov Processes / Najlacnejšie knihy
An Introduction to Markov Processes

Code: 02107992

An Introduction to Markov Processes

by Daniel W. Stroock

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 f ... more

67.81 €

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Book synopsis

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.

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Book category Books in English Mathematics & science Mathematics Applied mathematics

67.81 €

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