An Introduction to Markov Processes

• Κύριος συγγραφέας: Stroock, Daniel W. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Σειρά: Graduate Texts in Mathematics, 230
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i. e. , all entries (P)»j are n- negative and each row of P sums to 1) to higher and higher powers or one exp...

Πίνακας περιεχομένων:

• Random 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.