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Generators of Markov Chains

- From a Walk in the Interior to a Dance on the Boundary

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781108495790
  • Indbinding:
  • Hardback
  • Sideantal:
  • 278
  • Udgivet:
  • 26. November 2020
  • Størrelse:
  • 233x158x20 mm.
  • Vægt:
  • 544 g.
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Leveringstid: 8-11 hverdage
Forventet levering: 11. Oktober 2024

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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.

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