Generators 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...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2021
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| Schriftenreihe: | Cambridge studies in advanced mathematics
190 |
| Links: | https://doi.org/10.1017/9781108863070 |
| Zusammenfassung: | 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.' |
| Umfang: | 1 Online-Ressource (xvii, 260 Seiten) |
| ISBN: | 9781108863070 |
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| spelling | Bobrowski, Adam Generators of Markov chains from a walk in the interior to a dance on the boundary Adam Bobrowski Cambridge Cambridge University Press 2021 1 Online-Ressource (xvii, 260 Seiten) txt c cr Cambridge studies in advanced mathematics 190 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.' Erscheint auch als Druck-Ausgabe 9781108495790 |
| spellingShingle | Bobrowski, Adam Generators of Markov chains from a walk in the interior to a dance on the boundary |
| title | Generators of Markov chains from a walk in the interior to a dance on the boundary |
| title_auth | Generators of Markov chains from a walk in the interior to a dance on the boundary |
| title_exact_search | Generators of Markov chains from a walk in the interior to a dance on the boundary |
| title_full | Generators of Markov chains from a walk in the interior to a dance on the boundary Adam Bobrowski |
| title_fullStr | Generators of Markov chains from a walk in the interior to a dance on the boundary Adam Bobrowski |
| title_full_unstemmed | Generators of Markov chains from a walk in the interior to a dance on the boundary Adam Bobrowski |
| title_short | Generators of Markov chains |
| title_sort | generators of markov chains from a walk in the interior to a dance on the boundary |
| title_sub | from a walk in the interior to a dance on the boundary |
| work_keys_str_mv | AT bobrowskiadam generatorsofmarkovchainsfromawalkintheinteriortoadanceontheboundary |