Generators of markov chains: from a walk in the interior to a dance on the boundary
Auteur :
Bobrowski, Adam
Éditeur :
Cambridge University Press
ISBN :
9781108495790
Date de publication :
26 nov. 2020
Dimensions :
23,5 x 15,7 x 1,8 cm
Poids :
540 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Suitable for beginning graduate students, this book discusses the theory of Markov chains, drawing on the works of Kolmogorov and Feller, and bringing the tools of functional analysis into play in a way that is not done elsewhere. The author uses numerous examples and illustrations to demonstrate the theory.