Mohlo by se vám také líbit

Více informací o knize Introduction to Markov Processes

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 214 bodů

Anotace knihy

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. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm.§The corrected and enlarged 2 nd edition contains a new chapter where the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, and this is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.§

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Introduction to Markov Processes
• Autor: Daniel W. Stroock
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 203
• EAN: 9783642405228
• ISBN: 3642405223
• ID: 05281605
• Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnost: 474 g
• Rozměry: 241 × 158 × 17 mm
• Datum vydání: 29. October 2013

Oblíbené z jiného soudku

---

---

---