An Introduction to Markov Processes

• Main Author: Stroock, Daniel W. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Series: Graduate Texts in Mathematics, 230
• Subjects: 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...

Table of Contents:

• 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.