Name: An Introduction to Markov Processes (Graduate Texts in Mathematics) (en Inglés)
Price: 100780.00 CLP
Availability: InStock
Author: Daniel W. Stroock
ISBN: 9783662517826

portada An Introduction to Markov Processes (Graduate Texts in Mathematics) (en Inglés)

Formato

Libro Físico

Editorial

Springer

Autor

Daniel W. Stroock

Año

2016

Idioma

Inglés

N° páginas

203

Encuadernación

Tapa Blanda

ISBN13

9783662517826

N° edición

Categorías

Cálculo diferencial y ecuaciones

An Introduction to Markov Processes (Graduate Texts in Mathematics) (en Inglés)

Daniel W. Stroock (Autor) · Springer · Tapa Blanda

Libro Físico

$ 100.780

$ 167.970

Ahorras: $ 67.190

40% descuento

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Origen: Reino Unido (Costos de importación incluídos en el precio)

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Reseña del libro "An Introduction to Markov Processes (Graduate Texts in Mathematics) (en Inglés)"

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.