An Introduction to Markov Processes

出版者:Springer

作者:Daniel W. Stroock

页数:185

出版时间:2005-05-31

价格:USD 39.95

装帧:Paperback

isbn号码:9783540234517

图书标签:MarkovmathProbabilityMathematics随机过程英文原版概率论数学

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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.