Overview
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.
Full Product Details
Author: Daniel W. Strook
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition: 2005 ed.
Volume: v.230
Dimensions:
Width: 15.60cm
, Height: 1.20cm
, Length: 23.40cm
Weight: 1.000kg
ISBN: 9783540234999
ISBN 10: 3540234993
Pages: 192
Publication Date: 23 November 2004
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Hardback
Publisher's Status: Active
Availability: In Print
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Reviews
"From the reviews: ""The book under review ... provides an excellent introduction to the theory of Markov processes ... . An abstract mathematical setting is given in which Markov processes are then defined and thoroughly studied. Because of this the book will basically be of interest to mathematicians and those who have at least a good knowledge of undergraduate analysis and probability theory. ... The proofs are clearly written and explanations are not too concise which makes this book indeed very useful for a graduate course."" (Stefaan De Winter, Bulletin of the Belgian Mathematical Society, Vol. 15 (1), 2008)"
From the reviews: The book under review ... provides an excellent introduction to the theory of Markov processes ... . An abstract mathematical setting is given in which Markov processes are then defined and thoroughly studied. Because of this the book will basically be of interest to mathematicians and those who have at least a good knowledge of undergraduate analysis and probability theory. ... The proofs are clearly written and explanations are not too concise which makes this book indeed very useful for a graduate course. (Stefaan De Winter, Bulletin of the Belgian Mathematical Society, Vol. 15 (1), 2008)
From the reviews: <p> The theme of the book is an introduction to Markov processes, both discrete and continuous in time, on a countable state space. a ] Each chapter ends with a set of exercises. The book is well-written, in a conversational style. (Evelyn Buckwar, Zentralblatt MATH, Vol. 1068, 2005) <p> An Introduction to Markov Processes came to life from a series of lecture notes written by D. W. Stroock during his teaching of stochastic processes at MIT. a ] very suitable for graduate students in the sciences. a ] It is designed perfectly for students as it starts very lightly and also gives a whole chapter on measure theory. a ] Furthermore, at the end of each chapter there are numerous exercises, which should enable students to really get a grasp on the subject. (Ita Cironic Donev, MathDL, June, 2005) <p> This book is based on the lectures given by the author at the Massachusetts Institute of Technology to a mixed audience consisting not only of mathematicians, but also of students interested in concrete applications of the theory of Markov processes. This explains the choice of the presentation level, which is deemed accessible to non-mathematicians as well as to mathematicians. (Vadim A. Kaimanovich, Mathematical Reviews, Issue 2005 k)
From the reviews: The book under review ! provides an excellent introduction to the theory of Markov processes ! . An abstract mathematical setting is given in which Markov processes are then defined and thoroughly studied. Because of this the book will basically be of interest to mathematicians and those who have at least a good knowledge of undergraduate analysis and probability theory. ! The proofs are clearly written and explanations are not too concise which makes this book indeed very useful for a graduate course. (Stefaan De Winter, Bulletin of the Belgian Mathematical Society, Vol. 15 (1), 2008)
From the reviews: ""The book under review ... provides an excellent introduction to the theory of Markov processes ... . An abstract mathematical setting is given in which Markov processes are then defined and thoroughly studied. Because of this the book will basically be of interest to mathematicians and those who have at least a good knowledge of undergraduate analysis and probability theory. ... The proofs are clearly written and explanations are not too concise which makes this book indeed very useful for a graduate course."" (Stefaan De Winter, Bulletin of the Belgian Mathematical Society, Vol. 15 (1), 2008)
Author Information
The author has held positions at NYU, the Univresity of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several book bout various aspects of probability theory.
