An Introduction to Markov Processes 豆 0.0分

资源最后更新于 2020-09-26 17:38:23

作者：Daniel W. Stroock

出版社：Springer

出版日期：2005-01

ISBN：9783540234517

文件格式： pdf

标签： Markov math Probability Mathematics 随机过程 英文原版 概率论 数学

简介· · · · · ·

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. A w...