An Introduction to Markov Processes
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BeschreibungProvides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory
InhaltsverzeichnisRandom Walks A Good Place to Begin.- Doeblin's Theory for Markov Chains.- More about the Ergodic Theory of Markov Chains.- Markov Processes in Continuous Time.- Reversible Markov Processes.- Some Mild Measure Theory.
PortraitThe 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 thoery.
PressestimmenFrom the reviews:"The book under review ... provides an excellent introduction to the theory of Markov processes ... . An abstract mathematical setting is given in which Markov processes are then defined and thoroughly studied. Because of this the book will basically be of interest to mathematicians and those who have at least a good knowledge of undergraduate analysis and probability theory. ... The proofs are clearly written and explanations are not too concise which makes this book indeed very useful for a graduate course." (Stefaan De Winter, Bulletin of the Belgian Mathematical Society, Vol. 15 (1), 2008)
Untertitel: 2005. Auflage. Book. Sprache: Englisch.
Erscheinungsdatum: März 2005
Seitenanzahl: 196 Seiten