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An Introduction to Markov Processes
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:...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2014.
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| Edición: | 2nd ed. 2014. |
| Colección: | Graduate Texts in Mathematics,
230 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Preface
- Random Walks, a Good Place to Begin
- Doeblin's Theory for Markov Chains
- Stationary Probabilities
- More about the Ergodic Theory of Markov Chains
- Markov Processes in Continuous Time
- Reversible Markov Processes
- A minimal Introduction to Measure Theory
- Notation
- References
- Index.