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Generators of Markov Chains - From a Walk in the Interior to a Dance on the Boundary (Hardcover) Loot Price: R1,617
Discovery Miles 16 170
Repayment Terms: R152 pm x 12*
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Generators of Markov Chains - From a Walk in the Interior to a Dance on the Boundary (Hardcover): Adam Bobrowski

Generators of Markov Chains - From a Walk in the Interior to a Dance on the Boundary (Hardcover)

Adam Bobrowski

Series: Cambridge Studies in Advanced Mathematics

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Loot Price R1,617 Discovery Miles 16 170 | Repayment Terms: R152 pm x 12*

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Elementary treatments of Markov chains, especially those devoted to discrete-time and finite state-space theory, leave the impression that everything is smooth and easy to understand. This exposition of the works of Kolmogorov, Feller, Chung, Kato, and other mathematical luminaries, which focuses on time-continuous chains but is not so far from being elementary itself, reminds us again that the impression is false: an infinite, but denumerable, state-space is where the fun begins. If you have not heard of Blackwell's example (in which all states are instantaneous), do not understand what the minimal process is, or do not know what happens after explosion, dive right in. But beware lest you are enchanted: 'There are more spells than your commonplace magicians ever dreamed of.'

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Cambridge Studies in Advanced Mathematics
Release date: November 2020
Authors: Adam Bobrowski
Dimensions: 235 x 157 x 18mm (L x W x T)
Format: Hardcover
Pages: 278
ISBN-13: 978-1-108-49579-0
Categories: Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 1-108-49579-6
Barcode: 9781108495790

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