Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc studen…
Publisher Description (unedited publisher data) Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textboo…
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best…
Geometry of random motion: proceedings
by Durrett, Richard, Pinsky, Mark, Society for industrial and applied mathematics (Etats-Unis), AMS-IMS-SIAM joint summer research conference in the mathematical sciences on geometry of random motion, Ithaca, N.Y.), Institut de statistiques mathématiques, American mathematical society
fromContemporary mathematics - American Mathematical Society (P…
Geometry of random motion: proceedings of the AMS-IMS-SIAM Joint Summer Rese…
by Durrett, Richard, National Science Foundation (États-Unis), Pinsky, Mark, AMS-IMS-SIAM joint summer research conference in the mathematical sciences on geometry of random motion, Ithaca, N.Y.), Etats-Unis., Army research office
fromContemporary mathematics - American Mathematical Society (P…