This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. A whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium.
Produkteigenschaften
- Artikelnummer: 9783540234517
- Medium: Buch
- ISBN: 978-3-540-23451-7
- Verlag: Springer
- Erscheinungstermin: 30.03.2005
- Sprache(n): Englisch
- Auflage: 1. Auflage 2005
- Serie: Graduate Texts in Mathematics
- Produktform: Kartoniert, Paperback
- Gewicht: 306 g
- Seiten: 176
- Format (B x H x T): 155 x 235 x 11 mm
- Ausgabetyp: Kein, Unbekannt
