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.
CITATION STYLE
Çinlar, E. (2011). Probability and Stochastics. Analysis (Vol. 261, p. 557). Retrieved from http://link.springer.com/10.1007/978-0-387-87859-1
Mendeley helps you to discover research relevant for your work.