GERMAN

An Introduction to Markov Processes

By Daniel W. Stroock

Book information

Publisher
Springer
Year
2005
ISBN
3-540-23499-3, 9783540234999
Open Library ID
OL3316442M
Language
german
Format
PDF
Filesize
8 MB (8181369 bytes)
Series
Graduate texts in mathematics 230
Edition
1
Pages
171\186
Topic
Mathematics\\Mathematicsematical Statistics
Time added
2011-01-06 10:13:16

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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