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Generators of Markov Chains

- From a Walk in the Interior to a Dance on the Boundary

About Generators of Markov Chains

Suitable for beginning graduate students, this book discusses the theory of Markov chains, drawing on the works of Kolmogorov and Feller, and bringing the tools of functional analysis into play in a way that is not done elsewhere. The author uses numerous examples and illustrations to demonstrate the theory.

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  • Language:
  • English
  • ISBN:
  • 9781108495790
  • Binding:
  • Hardback
  • Pages:
  • 278
  • Published:
  • November 25, 2020
  • Dimensions:
  • 233x158x20 mm.
  • Weight:
  • 544 g.
Delivery: 2-3 weeks
Expected delivery: December 5, 2024

Description of Generators of Markov Chains

Suitable for beginning graduate students, this book discusses the theory of Markov chains, drawing on the works of Kolmogorov and Feller, and bringing the tools of functional analysis into play in a way that is not done elsewhere. The author uses numerous examples and illustrations to demonstrate the theory.

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