An Introduction to Markov Processes
DOI10.1007/B138428zbMATH Open1068.60003OpenAlexW1580044631MaRDI QIDQ4831227FDOQ4831227
Authors: Daniel W. Stroock
Publication date: 22 December 2004
Published in: Graduate Texts in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b138428
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simulated annealingMarkov chainsergodic theoryrandom walksperiodicityrecurrencetransienceGlauber dynamicsreversible Markov processesGibbs statesDoeblin's theory
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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