Book Details

An Introduction to Markov Processes

Publication year: 2005

: 978-3-540-26990-8

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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


: Mathematics and Statistics, Dirichlet form, Markov chain, Markov chains, Markov process, ergodic theory, random walk, reversible Markov chains