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 luminar…
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 luminar…
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 illustrati…
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 luminar…
DescriptionContentsResourcesCoursesAbout the Authors 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…
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 luminar…
This book presents a detailed and contemporary account of the classical theory of convergence of semigroups and its more recent development treating the case where the limit semigroup, in contrast to the approximating semigroups, acts merely on a subspace of the original Banach …