An Introduction to Markov Processes (Graduate Texts in Mathematics, 230)

Stroock, Daniel W.

ISBN 10: 3540234519 / ISBN 13: 9783540234517

Published by Springer, 2005

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Bibliographic Details

Title: An Introduction to Markov Processes (...

Publisher: Springer

Publication Date: 2005

Binding: paperback

Condition: New

About this title

Synopsis:

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.

Review:

From the reviews:

“The book under review ... provides an excellent introduction to the theory of Markov processes ... . An abstract mathematical setting is given in which Markov processes are then defined and thoroughly studied. Because of this the book will basically be of interest to mathematicians and those who have at least a good knowledge of undergraduate analysis and probability theory. ... The proofs are clearly written and explanations are not too concise which makes this book indeed very useful for a graduate course.” (Stefaan De Winter, Bulletin of the Belgian Mathematical Society, Vol. 15 (1), 2008)