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Generators of Markov Chains

Generators of Markov Chains

760 kr

760 kr

I lager

Tis, 11 mar - mån, 17 mar


Säker betalning

14-dagars öppet köp


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Adlibris


Produktbeskrivning

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.'

Artikel.nr.

2c618e20-3b72-585d-96f9-b128b4c2f21d

Generators of Markov Chains

760 kr

760 kr

I lager

Tis, 11 mar - mån, 17 mar


Säker betalning

14-dagars öppet köp


Säljs och levereras av

Adlibris