An Introduction to Markov Processes
- Author
- Daniel W. Stroock
- Publication Year
- 2005
- Publisher
- Springer
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Mathematics and Statistics
- Download Book Read book
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
Keywords: Mathematics and Statistics / Dirichlet form / Markov chain / Markov chains / Markov process / Ergodic theory / Random walk / Reversible Markov chains