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Generators of Markov Chains
- From a Walk in the Interior to a Dance on the Boundary
Engelsk
Bogcover for Generators of Markov Chains af Adam Bobrowski, 9781108495790
Specifikationer
Sprog:
Engelsk
Sider:
278
ISBN-13:
9781108495790
Indbinding:
Hardback
ISBN-10:
1108495796
Udg. Dato:
26 nov 2020
Størrelse i cm:
15,8 x 23,3 x 2,0
Oplagsdato:
26 nov 2020
Forfatter(e):

Generators of Markov Chains

- From a Walk in the Interior to a Dance on the Boundary
Engelsk
Hardback 2020
Format:

Bog beskrivelse
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.''
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Specifikationer
Sprog:
Engelsk
Sider:
278
ISBN-13:
9781108495790
Indbinding:
Hardback
ISBN-10:
1108495796
Udg. Dato:
26 nov 2020
Størrelse i cm:
15,8 x 23,3 x 2,0
Oplagsdato:
26 nov 2020
Forfatter(e):
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