发表于2024-11-07
An Introduction to Markov Processes 2024 pdf epub mobi 电子书
图书标签: Markov math Probability Mathematics 随机过程 英文原版 概率论 数学
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.
An Introduction to Markov Processes 2024 pdf epub mobi 电子书