An Introduction to Markov Processes

by Daniel W. Stroock

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 3540234519
• ISBN13: 9783540234517
• Release Date: March 2005
• Publisher: Springer
• Length: 176 Pages
• Weight: 0.67 lbs.
• Dimensions: 0.5" x 6.1" x 9.3"