Generators of Markov Chains: From a Walk in the Interior to a Dance on the Boundary

by Adam Bobrowski

Elementary treatments of Markov chains, especially those devoted to discrete-time and finite state-space theory, leave the impression that everything is smooth and easy to understand. This exposition of the works of Kolmogorov, Feller, Chung, Kato, and other mathematical luminaries, which focuses on time-continuous chains but is not so far from being elementary itself, reminds us again that the impression is false: an infinite, but denumerable, state-space...

• Format: Hardcover
• Language: English
• ISBN: 1108495796
• ISBN13: 9781108495790
• Release Date: January 2021
• Publisher: Cambridge University Press
• Length: 278 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.7" x 6.0" x 9.0"