An Introduction to Markov Processes
To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i. e. , all entries (P) j are n- negative and each row of P sums to 1) to higher and higher powers or one exp...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2005. |
| Edice: | Graduate Texts in Mathematics
230 |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • An introduction to Markov processes, Daniel W. Stroock, 2005, Berlin, Springer, 1 vol. (XIV-171 p.), Graduate texts in mathematics, 978-3-540-23499-9 • An Introduction to Markov Processes, Texte imprimé, 9783540804635 • An introduction to Markov processes, Daniel W. Stroock, 2005, Berlin, Springer, 1 vol. (XIV-171 p.), Graduate texts in mathematics, 978-3-540-23499-9 • An introduction to Markov processes, Daniel W. Stroock, 2005, Berlin, Springer, 1 vol. (XIV-171 p.), Graduate texts in mathematics, 978-3-540-23499-9 |
| LEADER | 03753nam a22003617a 4500 | ||
|---|---|---|---|
| 001 | 948242 | ||
| 008 | 080409q2000 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN123088879 | ||
| 020 | |a 9783540269908 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 100 | 1 | |a Stroock, Daniel W., |d 1940-2025, |c Mathématicien. | |
| 245 | 1 | 0 | |a An Introduction to Markov Processes |c by Daniel W. Stroock. |
| 250 | |a 1st ed. 2005. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Graduate Texts in Mathematics |v 230 |x 2197-5612 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a Random Walks A Good Place to Begin Doeblin's Theory for Markov Chains More about the Ergodic Theory of Markov Chains Markov Processes in Continuous Time Reversible Markov Processes Some Mild Measure Theory | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i. e. , all entries (P) j are n- negative and each row of P sums to 1) to higher and higher powers or one exponentiates R(P I), where R is a diagonal matrix with non-negative entries. Indeed, when it comes right down to it, that is all that is done in this book. However, I, and others of my ilk, would take offense at such a dismissive characterization of the theory of Markov chains and processes with values in a countable state space, and a primary goal of mine in writing this book was to convince its readers that our offense would be warranted. The reason why I, and others of my persuasion, refuse to consider the theory here as no more than a subset of matrix theory is that to do so is to ignore the pervasive role that probability plays throughout. Namely, probability theory provides a model which both motivates and provides a context for what we are doing with these matrices. To wit, even the term "transition probability matrix" lends meaning to an otherwise rather peculiar set of hypotheses to make about a matrix | ||
| 776 | 0 | |0 08297716X |t An introduction to Markov processes |f Daniel W. Stroock |d 2005 |c Berlin |n Springer |p 1 vol. (XIV-171 p.) |s Graduate texts in mathematics |z 978-3-540-23499-9 | |
| 776 | 0 | |t An Introduction to Markov Processes |b Texte imprimé |z 9783540804635 | |
| 776 | 0 | |0 08297716X |t An introduction to Markov processes |f Daniel W. Stroock |d 2005 |c Berlin |n Springer |p 1 vol. (XIV-171 p.) |s Graduate texts in mathematics |z 978-3-540-23499-9 | |
| 776 | 0 | |0 08297716X |t An introduction to Markov processes |f Daniel W. Stroock |d 2005 |c Berlin |n Springer |p 1 vol. (XIV-171 p.) |s Graduate texts in mathematics |z 978-3-540-23499-9 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/b138428 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-F4L5NWX1-C |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:748043896 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/b138428 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:751495018 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/b138428 |z Accès INSA CVL | |
| 997 | |0 948242 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||