Screen LibraryGenerators of Markov chains : from a walk in the interior to a dance on the boundary /
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...
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| Main Authors: | |
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| Published: |
Cambridge University Press,
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| Publisher Address: | Cambridge, United Kingdom : |
| Publication Dates: | 2021. |
| Literature type: | Book |
| Language: | English |
| Series: |
Cambridge studies in advanced mathematics ;
190 |
| Subjects: | |
| Summary: |
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.' |
| Carrier Form: | xvii, 260 pages : illustrations (some color) ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages 252-257) and index. |
| ISBN: |
9781108495790 1108495796 9781108863070 1108863078 |
| Index Number: | QA274 |
| CLC: | O211.62 |
| Call Number: | O211.62/B663 |