Generators of Markov Chains
(Book #190 in the Cambridge Studies in Advanced Mathematics Series)
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Elementary treatments of Markov chains, especially those devoted to discrete-time and finite state-space theory, leave the impression that everything is smooth and easy to understand. This exposition of the works of Kolmogorov, Feller, Chung, Kato, and other mathematical luminaries, which focuses on time-continuous chains but is not so far from being elementary itself, reminds us again that the impression is false: an infinite, but denumerable, state-space is where the fun begins. If you have not heard of Blackwell's example (in which all states are instantaneous), do not understand what the minimal process is, or do not know what happens after explosion, dive right in. But beware lest you are enchanted: 'There are more spells than your commonplace magicians ever dreamed of.'
Format:Hardcover
Language:English
ISBN:1108495796
ISBN13:9781108495790
Release Date:January 2021
Publisher:Cambridge University Press
Length:278 Pages
Weight:1.20 lbs.
Dimensions:0.7" x 6.0" x 9.0"
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