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.
發表於2024-11-09
An Introduction to Markov Processes 2024 pdf epub mobi 電子書 下載
圖書標籤: Markov math Probability Mathematics 隨機過程 英文原版 概率論 數學
An Introduction to Markov Processes 2024 pdf epub mobi 電子書 下載