Generators of Markov Chains : From a Walk in the Interior to a Dance on the Boundary
Book Details
Format
Hardback or Cased Book
ISBN-10
1108495796
ISBN-13
9781108495790
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 26th, 2020
Print length
278 Pages
Weight
544 grams
Dimensions
15.80 x 23.30 x 2.00 cms
Product Classification:
Functional analysis & transforms Stochastics
Ksh 9,400.00
Manufactured on Demand
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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.
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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