James R. Kirkwood: Markov Processes (2015)

ISBN: 9781482240733

James R. Kirkwood: Markov Processes (2015)

ISBN: 9781482240733

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Clear, rigorous, and intuitive, Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes and also as a reference for those that want to see detailed proofs of the theorems of Markov processes.

Tovább olvasom

Könyvjellemzők

ISBN

9781482240733

Szerző

James R. Kirkwood

Kötés

Keménykötés

Kiadási év

2015

Formátum

Könyv

Nyelv

Angol

Tankönyvlistás

Nem

It contains copious computational examples that motivate and illustrate the theorems. The text is designed to be understandable to students who have taken an undergraduate probability course without needing an instructor to fill in any gaps.The bookbegins with a review of basic probability, then covers the case of finite state, discrete time Markov processes. Building on this, the text deals with the discrete time, infinite state case and provides background for continuous Markov processes with exponential random variables and Poisson processes. It presents continuous Markov processes which include the basic material of Kolmogorov’s equations, infinitesimal generators, and explosions. The book concludes with coverage of both discrete and continuous reversible Markov chains.