ENGLISH

An Introduction to Markov Processes

By Daniel W. Stroock

Book information

Publisher
Springer
Year
2004
ISBN
3540234993, 9783540234999
Language
english
Format
PDF
Filesize
8 MB (8179763 bytes)
Series
Graduate Texts in Mathematics
Pages
178\186
Topic
Mathematics
Time added
2023-02-03 20:33:37

Description

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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