An Introduction to Markov Processes (Graduate Texts in Mathematics)

ISBN: 9783540234517

出版社: Springer

出版年: 2005-05-31

页数: 185

定价: USD 39.95

装帧: Paperback

内容简介

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.