An Introduction to Markov Processes Image close
An Introduction to Markov Processes by Daniel W Stroock
An Introduction to Markov Processes by Daniel W Stroock
Show Hide Adult Content

Non-Fiction Books:

Home  
Books  
Non-Fiction  
Maths & Science  
Mathematics  
Applied mathematics  
Non-linear science

An Introduction to Markov Processes

Sorry, this product is not currently available to order

Here are some other products you might consider...

Explore more Graduate Texts in Mathematics,

See all products in this series

Integration and Probability on Hardback by Paul Malliavin
$249.99
Integration and Probability
by Paul Malliavin ~ Hardback
Available - Usually ships in 3-4 weeks
Partial Differential Equations on Hardback by Jeffrey Rauch
$200.99
Partial Differential Equations
by Jeffrey Rauch ~ Hardback
Available - Usually ships in 3-4 weeks
Functional Analysis, Calculus of Variations and Optimal Control by Francis Clarke
$218.99
Functional Analysis, Calculus of Variations and Optimal Control
by Francis Clarke ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Analysis and Probability by Palle E.T. Jorgensen
$139.99
Analysis and Probability
by Palle E.T. Jorgensen ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Denumerable Markov Chains by John G. Kemeny
$180.99
Denumerable Markov Chains
by John G. Kemeny ~ Paperback / softback
Available - Usually ships in 3-4 weeks
An Introduction to Markov Processes by Daniel W Stroock
$161.99
An Introduction to Markov Processes
by Daniel W Stroock ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Functional Analysis, Calculus of Variations and Optimal Control on Hardback by Francis Clarke
$235.99
Functional Analysis, Calculus of Variations and Optimal Control
by Francis Clarke ~ Hardback
Available - Usually ships in 3-4 weeks
The Arithmetic of Dynamical Systems by J.H. Silverman
$169.99
The Arithmetic of Dynamical Systems
by J.H. Silverman ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Applications of Lie Groups to Differential Equations by Peter J. Olver
$186.99
Applications of Lie Groups to Differential Equations
by Peter J. Olver ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Nonsmooth Analysis and Control Theory by Ronald J Stern
$317.99
Nonsmooth Analysis and Control Theory
by Ronald J Stern ~ Paperback / softback
Available - Usually ships in 3-4 weeks
An Introduction to Convex Polytopes on Hardback by Arne Brondsted
$245.99
An Introduction to Convex Polytopes
by Arne Brondsted ~ Hardback
Available - Usually ships in 3-4 weeks
Ordinary Differential Equations on Hardback by Wolfgang Walter
$250.99
Ordinary Differential Equations
by Wolfgang Walter ~ Hardback
Available - Usually ships in 3-4 weeks
Probability Theory I by M. Loeve
$214.99
Probability Theory I
by M. Loeve ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Ergodic Dynamics on Hardback by Jane Hawkins
$138.99
Ergodic Dynamics
by Jane Hawkins ~ Hardback
Available - Usually ships in 2-3 weeks
Measure Theory on Hardback by J.L. Doob
$198.99
Measure Theory
by J.L. Doob ~ Hardback
Available - Usually ships in 3-4 weeks
Probability and Stochastics on Hardback by Erhan Cinlar
$207.99
Probability and Stochastics
by Erhan Cinlar ~ Hardback
Available - Usually ships in 3-4 weeks

Explore more by Daniel W Stroock

See all books by this author

Markov Processes from K. Itô's Perspective (AM-155) by Daniel W Stroock
$249.99
Markov Processes from K. Itô's Perspective (AM-155)
by Daniel W Stroock ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Lectures on Stochastic Analysis: Diffusion Theory by Daniel W Stroock
$93.99
Lectures on Stochastic Analysis: Diffusion Theory
by Daniel W Stroock ~ Paperback / softback
Available - Usually ships in 3-4 weeks
An Introduction to Markov Processes by Daniel W Stroock
$161.99
An Introduction to Markov Processes
by Daniel W Stroock ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Partial Differential Equations for Probabilists on Hardback by Daniel W Stroock
$175.99
Partial Differential Equations for Probabilists
by Daniel W Stroock ~ Hardback
Available - Usually ships in 3-4 weeks
Probability Theory by Daniel W Stroock
$162.99
Probability Theory
by Daniel W Stroock ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Elements of Stochastic Calculus and Analysis on Hardback by Daniel W Stroock
$163.99
Elements of Stochastic Calculus and Analysis
by Daniel W Stroock ~ Hardback
Available - Usually ships in 3-4 weeks
Probability Theory on Hardback by Daniel W Stroock
$340.99
Probability Theory
by Daniel W Stroock ~ Hardback
Available - Usually ships in 3-4 weeks
Partial Differential Equations for Probabilists by Daniel W Stroock
$98.99
Partial Differential Equations for Probabilists
by Daniel W Stroock ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Malliavin Calculus at Saint-Flour by Nobuyuki Ikeda
$128.99
Malliavin Calculus at Saint-Flour
by Nobuyuki Ikeda ~ Paperback / softback
Available - Usually ships in 3-4 weeks
A Concise Introduction to the Theory of Integration on Hardback by Daniel W Stroock
$131.99
A Concise Introduction to the Theory of Integration
by Daniel W Stroock ~ Hardback
Available - Usually ships in 3-4 weeks
Concise Introduction To The Theory Of Integration, A on Hardback by Daniel W Stroock
$86.99
Concise Introduction To The Theory Of Integration, A
by Daniel W Stroock ~ Hardback
Available - Usually ships in 3-4 weeks

Recommended for you

Recommended from your browsing history

An Introduction to Markov Processes

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

By:

Format:

Paperback / softback
Unavailable
Sorry, this product is not currently available to order

Description

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. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm. The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.

Author Biography:

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.
Release date Australia
August 23rd, 2016
Audience
  • Professional & Vocational
Edition
Softcover reprint of the original 2nd ed. 2014
Illustrations
XVII, 203 p.
Pages
203
Dimensions
155x235x12
ISBN-13
9783662517826
Product ID
25732397

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...

Books >
Non-Fiction >
Maths & Science >
Mathematics >
Applied mathematics >
Non-linear science
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Calculus & mathematical analysis >
Differential equations
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Probability & statistics
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Applied mathematics >
Stochastics
Books >
Non-Fiction >
Reference >
Research & information: general >
Information theory >
Cybernetics & systems theory