An Introduction to Markov Processes

Autori

• Daniel W. Stroock

Parametri

• 224 pagine
• 8 ore di lettura

• Matematica
• Scuola

Maggiori informazioni sul libro

Focusing on Markov Processes within a countable state space, this book offers an accessible introduction for students from various fields such as engineering and economics. It covers essential topics like Doeblin's theory, ergodic properties, and continuous time processes, with applications interwoven throughout. A dedicated chapter explores reversible processes and their Dirichlet forms to estimate convergence rates to equilibrium, including practical applications to the Metropolis algorithm, also known as simulated annealing.

Lingua: Inglese

Pubblicato: 2016

(In brossura)