An Introduction to Markov Processes (Graduate Texts in Mathematics) 2005 edition by Stroock, Daniel W. (2005) Paperback

Graduate Texts in Mathematics #230

by Daniel W. Stroock

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 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.

Genres: Mathematics, Academia

Paperback

First published November 23, 2004