Articoli correlati a An Introduction to Markov Processes: 230
Sinossi
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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
L'autore
Daniel Stroock has held positions at NYU, the University of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several books on analysis and various aspects of probability theory and their application to partial differential equations and differential geometry.
Contenuti
Preface.- Random Walks, a Good Place to Begin.- Doeblin's Theory for Markov Chains.- Stationary Probabilities.- More about the Ergodic Theory of Markov Chains.- Markov Processes in Continuous Time.- Reversible Markov Processes.- A minimal Introduction to Measure Theory.- Notation.- References.- Index.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreSpringer Nature
- Data di pubblicazione2013
- ISBN 10 3642405223
- ISBN 13 9783642405228
- RilegaturaCopertina rigida
- LinguaInglese
- Numero edizione2
- Numero di pagine203
Compra nuovo
Visualizza questo articolo
EUR 69,38
EUR 3,55 per la spedizione in U.S.A.
Destinazione, tempi e costi
Risultati della ricerca per An Introduction to Markov Processes: 230
Foto dell'editore
An Introduction to Markov Processes (Graduate Texts in Mathematics, 230)
Da: BGV Books LLC, Murray, KY, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Good. Exact ISBN match. Immediate shipping. No funny business. Pics available upon request. Codice articolo 9783642405228
Quantità: 2 disponibili
Foto dell'editore
An Introduction to Markov Processes
Da: Books Puddle, New York, NY, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. pp. 224. Codice articolo 2697863720
Quantità: 4 disponibili
Foto dell'editore
An Introduction to Markov Processes
Da: Majestic Books, Hounslow, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. pp. 224 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Codice articolo 94566391
Quantità: 4 disponibili
Foto dell'editore
An Introduction to Markov Processes
Da: Biblios, Frankfurt am main, HESSE, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: New. pp. 224. Codice articolo 1897863714
Quantità: 4 disponibili
Immagini fornite dal venditore
An Introduction to Markov Processes
Editore:
Springer Berlin Heidelberg Nov 2013, 2013
ISBN 10: 3642405223
ISBN 13: 9783642405228
Nuovo
Rilegato
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 224 pp. Englisch. Codice articolo 9783642405228
Quantità: 2 disponibili
Foto dell'editore
An Introduction to Markov Processes
Editore:
Springer Berlin Heidelberg, 2013
ISBN 10: 3642405223
ISBN 13: 9783642405228
Antico o usato
Rilegato
Da: Buchpark, Trebbin, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: Sehr gut. Zustand: Sehr gut - Buchschnitt verkürzt - gepflegter, sauberer Zustand - Ausgabejahr 2014 | Seiten: 224 | Sprache: Englisch | Produktart: Bücher. Codice articolo 24284981/12
Quantità: 1 disponibili
Immagini fornite dal venditore
An Introduction to Markov Processes
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9783642405228
Quantità: 1 disponibili
Immagini fornite dal venditore
An Introduction to Markov Processes
Da: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 5059664
Quantità: Più di 20 disponibili