An Introduction to Markov Processes
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:...
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| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2014.
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| Edition: | 2nd ed. 2014. |
| Series: | Graduate Texts in Mathematics,
230 |
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| Online Access: | https://doi.org/10.1007/978-3-642-40523-5 |
Table of Contents:
- Preface
- Random Walks, a Good Place to Begin
- Doeblin's Theory for Markov Chains
- Stationary Probabilities
- More about the Ergodic Theory of Markov Chains
- Markov Processes in Continuous Time
- Reversible Markov Processes
- A minimal Introduction to Measure Theory
- Notation
- References
- Index.