An Introduction to Markov Processes
(Book #230 in the Graduate Texts in Mathematics Series)
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Book Overview
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...
Format:Paperback
Language:English
ISBN:3540234519
ISBN13:9783540234517
Release Date:March 2005
Publisher:Springer
Length:176 Pages
Weight:0.67 lbs.
Dimensions:0.5" x 6.1" x 9.3"
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