An Introduction to Markov Processes

This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. Topics covered include: Doeblin's theory, general ergodic properties, and continuous time processes.

Corrected and enlarged 2nd edition Written by an expert Includes new material Includes supplementary material: sn.pub/extras

Autorentext

Daniel Stroock has held positions at NYU, the University of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several books on analysis and various aspects of probability theory and their application to partial differential equations and differential geometry.

Inhalt

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.