GERMAN

An Introduction to Markov Processes

By Daniel W. Stroock

Book information

Publisher
Springer, Berlin
Year
2004
ISBN
3540234993, 9783540234999
Open Library ID
OL3316442M
Language
german
Format
PDF
Filesize
8 MB (8096745 bytes)
Series
Graduate Texts in Mathematics
Edition
5001
Pages
186\186
Topic
Mathematics\\Mathematicsematical Statistics
Time added
2011-01-08 23:22:23

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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