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An Introduction to Markov Processes

by Daniel W. Stroock
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Current price ₹6,984.00
Original price ₹7,149.00
Original price ₹7,149.00
Original price ₹7,149.00
(-2%)
₹6,984.00
Current price ₹6,984.00

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Book cover type: Paperback
  • ISBN13: 9783540234517
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 176
  • Original Price: GBP 54.99
  • Language: English
  • Edition: 2005
  • Item Weight: 304 grams
  • BISAC Subject(s): Probability & Statistics / General

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.

The author has held positions at NYU, the Univresity of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several book bout various aspects of probability theory.

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