An Introduction to Markov Processes

DOI10.1007/978-3-642-40523-5zbMath1295.60002OpenAlexW4214691229MaRDI QIDQ2849544

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 chainsrandom walksperiodicityrecurrencetransienceGlauber dynamicsergodic theoryGibbs statesreversible Markov processesWilson's algorithmKirchhoff's formulaDoeblin's theory

Mathematics Subject Classification ID

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)

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