An Introduction to Markov Processes

An Introduction to Markov Processes

المؤلف
Daniel W. Stroock
سنة النشر
2005
الناشر
Springer
لغة الملف
انكليزي
نوع الملف
Book
تصنيف الكتاب
Mathematics and Statistics

Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theoryLeads the reader to a rigorous understanding of basic theory


الكلمات المفتاحية: Mathematics and Statistics / Dirichlet form / Markov chain / Markov chains / Markov process / Ergodic theory / Random walk / Reversible Markov chains