An Introduction to Markov Processes

From MaRDI portal
Publication:4831227


DOI10.1007/b138428zbMath1068.60003MaRDI QIDQ4831227

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


60J25: Continuous-time Markov processes on general state spaces

60J05: Discrete-time Markov processes on general state spaces

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

37A30: Ergodic theorems, spectral theory, Markov operators


Related Items

Percolation Operators and Related Models, Asymptotic behaviour of neuron population models structured by elapsed-time, TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA, Q‐matrices as pseudo‐differential operators with negative definite symbols, Cash flow techniques for asset liability management, Heavy Traffic Approximations of a Queue with Varying Service Rates and General Arrivals, A Noether theorem for Markov processes, Markov process models of the dynamics of HIV reservoirs, A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations, Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach, Stochastic stability in asymmetric binary choice coordination games, Adiabatic theorems for generators of contracting evolutions, Structure-preserving model reduction of nonlinear building thermal models, Dynamic sensor transmission power scheduling for remote state estimation, A model for genome size evolution, Explicit solutions to dynamic diffusion-type equations and their time integrals, On total progeny of multitype Galton-Watson process and the first passage time of random walk on lattice, Dynamics and kinetic limit for a system of noiseless \(d\)-dimensional Vicsek-type particles, Potential games in volatile environments, Method of Lyapunov functions for analysis of absorption and explosion in Markov chains, Probabilistic relaxation labelling using the Fokker-Planck equation, A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms, Symmetry breaking and the emergence of path-dependence, Computing the joint distribution of the total tree length across loci in populations with variable size, Robust adaptive switching control for Markovian jump nonlinear systems via backstepping technique, Equivalent description and stability analysis for discrete-time systems with uniformly distributed uncertainty, A non-homogeneous Markov early epidemic growth dynamics model. Application to the SARS-CoV-2 pandemic, Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path, Escape rate of Markov chains on infinite graphs, Market selection of constant proportions investment strategies in continuous time, Quantum Markov chains associated with Open Quantum random walks, Affinity and fluctuations in a mesoscopic noria, Evolution of social networks, Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups, Existence of geometric ergodic periodic measures of stochastic differential equations, A TWO-SPECIES HYDRODYNAMIC MODEL OF PARTICLES INTERACTING THROUGH SELF-ALIGNMENT, BLACKWELL OPTIMAL STRATEGIES IN PRIORITY MEAN-PAYOFF GAMES, Robustness of Markov processes on large networks, A monotonicity in reversible Markov chains, AN AVERAGING PRINCIPLE FOR COMBINED INTERACTION GRAPHS — CONNECTIVITY AND APPLICATIONS TO GENETIC SWITCHES