An Introduction to Markov Processes (Graduate Texts in Mathematics, 230)

Stroock, Daniel W.

ISBN 10: 3540234519 / ISBN 13: 9783540234517

Edité par Springer, 2005

A propos de cet article

In shrink wrap. Looks like an interesting title!

N° de réf. du vendeur Q-3540234519

Détails bibliographiques

• Titre: An Introduction to Markov Processes (Graduate Texts in Mathematics, 230)
• Éditeur: Springer
• Date de parution: 2005
• Langue: anglais
• ISBN à 10 chiffres: 3540234519
• ISBN à 13 chiffres: 9783540234517
• Reliure: paperback
• État de l'article: New

A propos de ce titre

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.

À propos de l?auteur

The author has held positions at NYU, the Univresity of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several book bout various aspects of probability theory.