An Introduction to Markov Processes

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

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