Introduction to markov processes, an
Auteur :
Stroock, Daniel W.
Éditeur :
Stroock, Daniel W.
ISBN :
9783540234517
Date de publication :
30 mars 2005
Dimensions :
23,3 x 15,5 x 1,0 cm
Poids :
286 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Allemagne
Offers an introduction to the theory of Markov Processes on a countable state space. This book covers Doeblin's theory, general ergodic properties, and continuous time processes. It features a chapter that deals with the reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium.