An Introduction to Markov Processes
From MaRDI portal
Publication:4831227
DOI10.1007/b138428zbMath1068.60003OpenAlexW1580044631MaRDI QIDQ4831227
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
Markov chainsrandom walksperiodicitysimulated annealingrecurrencetransienceGlauber dynamicsergodic theoryGibbs statesreversible Markov processesDoeblin's theory
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Ergodic theorems, spectral theory, Markov operators (37A30)
Related Items (40)
A non-homogeneous Markov early epidemic growth dynamics model. Application to the SARS-CoV-2 pandemic ⋮ Markov process models of the dynamics of HIV reservoirs ⋮ BLACKWELL OPTIMAL STRATEGIES IN PRIORITY MEAN-PAYOFF GAMES ⋮ Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path ⋮ Percolation Operators and Related Models ⋮ A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms ⋮ 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 ⋮ Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups ⋮ Stochastic stability in asymmetric binary choice coordination games ⋮ Existence of geometric ergodic periodic measures of stochastic differential equations ⋮ Symmetry breaking and the emergence of path-dependence ⋮ Adiabatic theorems for generators of contracting evolutions ⋮ Asymptotic behaviour of neuron population models structured by elapsed-time ⋮ 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 ⋮ Heavy Traffic Approximations of a Queue with Varying Service Rates and General Arrivals ⋮ 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 ⋮ A Noether theorem for Markov processes ⋮ Probabilistic relaxation labelling using the Fokker-Planck equation ⋮ TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA ⋮ Computing the joint distribution of the total tree length across loci in populations with variable size ⋮ Escape rate of Markov chains on infinite graphs ⋮ Robust adaptive switching control for Markovian jump nonlinear systems via backstepping technique ⋮ Potential games in volatile environments ⋮ Q‐matrices as pseudo‐differential operators with negative definite symbols ⋮ AN AVERAGING PRINCIPLE FOR COMBINED INTERACTION GRAPHS — CONNECTIVITY AND APPLICATIONS TO GENETIC SWITCHES ⋮ Market selection of constant proportions investment strategies in continuous time ⋮ Affinity and fluctuations in a mesoscopic noria ⋮ Evolution of social networks ⋮ Cash flow techniques for asset liability management ⋮ Robustness of Markov processes on large networks ⋮ Method of Lyapunov functions for analysis of absorption and explosion in Markov chains ⋮ A TWO-SPECIES HYDRODYNAMIC MODEL OF PARTICLES INTERACTING THROUGH SELF-ALIGNMENT ⋮ A monotonicity in reversible Markov chains ⋮ Quantum Markov chains associated with Open Quantum random walks ⋮ Equivalent description and stability analysis for discrete-time systems with uniformly distributed uncertainty
This page was built for publication: An Introduction to Markov Processes
