An Introduction to Markov Processes

DOI10.1007/978-3-642-40523-5MaRDI QIDQ2849544zbMATH OpenOpenAlexFDO

Authors Daniel W. Stroock

Publication date 20 September 2013

Published in Graduate Texts in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-40523-5

zbMATH Keywords

Markov chainsergodic theoryrandom walksperiodicityrecurrencetransienceGlauber dynamicsreversible Markov processesGibbs statesWilson's algorithmKirchhoff's formulaDoeblin's theory

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Ergodic theorems, spectral theory, Markov operators (37A30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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(22)

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• scientific article; zbMATH DE number 1426485 (Why is no real title available?)
• The dynamics of fitness and wealth distributions -- a stochastic game-theoretic model
• On Markov Processes in Elementary Mathematics Courses
• Finite-size effects on traveling wave solutions to neural field equations
• On quantitative hypocoercivity estimates based on Harris-type theorems
• An introduction to Markovian control process
• Random‐like properties of chaotic forcing
• Calculation of higher transitions in a Markov process
• A local large deviation principle for inhomogeneous birth-death processes
• State transition algorithm
• Mixing time and cutoff for one-dimensional particle systems
• Large deviations conditioned on large deviations. I: Markov chain and Langevin equation

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