Adam Bobrowski

Generators of Markov Chains

From a Walk in the Interior to a Dance on the Boundary

• Gebundenes Buch

Produktbeschreibung

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.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 278
• Erscheinungstermin: 7. Januar 2021
• Englisch
• Abmessung: 229mm x 152mm x 18mm
• Gewicht: 544g
• ISBN-13: 9781108495790
• ISBN-10: 1108495796
• Artikelnr.: 60017561

Autorenporträt

Adam Bobrowski is a professor and Chairman of the Department of Mathematics at Lublin University of Technology, Poland. He is a pure mathematician who uses the language of operator semigroups to describe stochastic processes. He has authored and co-authored nearly 70 papers on the subject, and five books, including Functional Analysis for Probability and Stochastic Processes (2005) and Convergence of One-Parameter Operator Semigroups (2016).

Inhaltsangabe

A non-technical introduction
1. A guided tour through the land of operator semigroups
2. Generators versus intensity matrices
3. Boundary theory: core results
4. Boundary theory continued
5. The dual perspective
Solutions and hints to selected exercises
Commonly used notations
References
Index.