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Markov Processes by James R. Kirkwood at Abbey's Bookshop,
Markov Processes
— —
James R. Kirkwood

Markov Processes

James R. Kirkwood

$120

Paperback

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English
CRC Press
14 October 2024
Probability & statistics
Series: Advances in Applied Mathematics
Clear, rigorous, and intuitive, Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes and also as a reference for those that want to see detailed proofs of the theorems of Markov processes. It contains copious computational examples that motivate and illustrate the theorems. The text is designed to be understandable to students who have taken an undergraduate probability course without needing an instructor to fill in any gaps.

The book begins with a review of basic probability, then covers the case of finite state, discrete time Markov processes. Building on this, the text deals with the discrete time, infinite state case and provides background for continuous Markov processes with exponential random variables and Poisson processes. It presents continuous Markov processes which include the basic material of Kolmogorov’s equations, infinitesimal generators, and explosions. The book concludes with coverage of both discrete and continuous reversible Markov chains.

While Markov processes are touched on in probability courses, this book offers the opportunity to concentrate on the topic when additional study is required. It discusses how Markov processes are applied in a number of fields, including economics, physics, and mathematical biology. The book fills the gap between a calculus based probability course, normally taken as an upper level undergraduate course, and a course in stochastic processes, which is typically a graduate course.
By:  
Imprint:   CRC Press
Country of Publication:   United Kingdom
Dimensions:   Height: 234mm,  Width: 156mm, 
Weight:   625g
ISBN:   9781032921648
ISBN 10:   1032921641
Series:   Advances in Applied Mathematics
Pages:   340
Publication Date:  
Audience:   College/higher education ,  General/trade ,  Primary ,  ELT Advanced
Format:   Paperback
Publisher's Status:   Active
A Review of Probability. Discrete-Time, Finite-State Markov Chains. Discrete-Time, Infinite-State Markov Chains. Exponential Distribution and Poisson Process. Continuous-Time Markov Chains.

Reviews for Markov Processes

""All chapters are followed by exercises that render this text-book attractive for teachers…"" —Zentralblatt MATH ""Kirkwood…has published another significant mathematics monograph."" ""Suitable for audiences who strive to grasp the fundamental concepts of various types of Markov processes or to prepare for learning advanced stochastic processes… the monograph can serve as a textbook since it provides essential examples and exercise problems applied in economics, finance, engineering, physics, and biology."" —S-T. Kim, North Carolina A&T State University ""All chapters are followed by exercises that render this text-book attractive for teachers…"" —Zentralblatt MATH ""Kirkwood…has published another significant mathematics monograph."" ""Suitable for audiences who strive to grasp the fundamental concepts of various types of Markov processes or to prepare for learning advanced stochastic processes… the monograph can serve as a textbook since it provides essential examples and exercise problems applied in economics, finance, engineering, physics, and biology."" —S-T. Kim, North Carolina A&T State University


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