An Introduction to Markov Processes

Stroock, Daniel W

ISBN 10: 3540234519 / ISBN 13: 9783540234517

Edité par Springer, 2005

A propos de cet article

***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). Glued binding. 171 p. Graduate Texts in Mathematics, 230. Audience: General/trade.

N° de réf. du vendeur K614A0000022

Détails bibliographiques

• Titre: An Introduction to Markov Processes
• Éditeur: Springer
• Date de parution: 2005
• Langue: anglais
• ISBN à 10 chiffres: 3540234519
• ISBN à 13 chiffres: 9783540234517
• Reliure: Trade paperback
• Édition: First edition. INTERNATIONAL EDITION
• État de l'article: New in new dust jacket.

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.