An Introduction to Markov Processes 2024 pdf epub mobi 电子书
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发表于2024-11-09
An Introduction to Markov Processes 2024 pdf epub mobi 电子书
An Introduction to Markov Processes 2024 pdf epub mobi 电子书
An Introduction to Markov Processes 2024 pdf epub mobi 电子书
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图书标签: Markov math Probability Mathematics 随机过程 英文原版 概率论 数学
An Introduction to Markov Processes 2024 pdf epub mobi 电子书 图书描述
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.
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