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An Introduction to Markov Processes (Graduate Texts in Mathematics)
An Introduction to Markov Processes (Graduate Texts in Mathematics)
Date: 13 April 2011, 15:33

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Product Description: 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.

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