Articles liés à An Introduction to Markov Processes
Présentation de l'éditeur
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 Metropolis (a.k.a simulated annealing) algorithm.
The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.
Biographie de l'auteur
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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- ÉditeurSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Date d'édition2013
- ISBN 10 3642405223
- ISBN 13 9783642405228
- ReliureRelié
- Langueanglais
- Numéro d'édition2
- Nombre de pages203
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An Introduction to Markov Processes (Graduate Texts in Mathematics, 230)
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An Introduction to Markov Processes
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An Introduction to Markov Processes
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An Introduction to Markov Processes
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Springer Berlin Heidelberg Nov 2013, 2013
ISBN 10 : 3642405223
ISBN 13 : 9783642405228
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 Metropolis (a.k.a simulated annealing) algorithm.The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph. 224 pp. Englisch. N° de réf. du vendeur 9783642405228
Quantité disponible : 2 disponible(s)
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An Introduction to Markov Processes
Edité par
Springer Berlin Heidelberg, 2013
ISBN 10 : 3642405223
ISBN 13 : 9783642405228
Ancien ou d'occasion
Couverture rigide
Vendeur : Buchpark, Trebbin, Allemagne
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Etat : Sehr gut. Zustand: Sehr gut - Buchschnitt verkürzt - gepflegter, sauberer Zustand - Ausgabejahr 2014 | Seiten: 224 | Sprache: Englisch | Produktart: Bücher. N° de réf. du vendeur 24284981/12
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An Introduction to Markov Processes
Edité par
Springer Berlin Heidelberg, 2013
ISBN 10 : 3642405223
ISBN 13 : 9783642405228
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 Metropolis (a.k.a simulated annealing) algorithm.The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph. N° de réf. du vendeur 9783642405228
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An Introduction to Markov Processes
Edité par
Springer Berlin Heidelberg, 2013
ISBN 10 : 3642405223
ISBN 13 : 9783642405228
Neuf
Couverture rigide
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