An Introduction to Markov Processes
(Sprache: Englisch)
Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory
Leads the reader to a rigorous understanding of basic theory
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Klappentext zu „An Introduction to Markov Processes “
Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory
Leads the reader to a rigorous understanding of basic theory
Inhaltsverzeichnis zu „An Introduction to Markov Processes “
- Random Walks a Good Place to Begin- Doeblin's Theory for Markov Chains
- More about the Ergodic Theory of Markov Chains
- Markov Processes in Continuous Time
- Reversible Markov Processes
- Some Mild Measure Theory
- Notation
- References
- Index.
Autoren-Porträt von Daniel W. Stroock
The author has held positions at NYU, the Univresity of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several book bout various aspects of probability thoery.
Bibliographische Angaben
- Autor: Daniel W. Stroock
- 2005, 2005., 178 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer
- ISBN-10: 3540234519
- ISBN-13: 9783540234517
- Erscheinungsdatum: 30.03.2005
Sprache:
Englisch
Rezension zu „An Introduction to Markov Processes “
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)
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