Cargando…

An Introduction to Markov 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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Stroock, Daniel W. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Graduate Texts in Mathematics, 230
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.