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Continuous Time Markov Processes: An Introduction (Graduate Studies in Mathematics, 113) by Thomas M. Liggett is a nonfiction available to read on EtoBox.

What is Continuous Time Markov Processes: An Introduction (Graduate Studies in Mathematics, 113) about?

Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical example--one-dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes. Readership: Graduate students and research mathematicians interested in probability.

Who reads Continuous Time Markov Processes: An Introduction (Graduate Studies in Mathematics, 113)?

Author

Thomas M. Liggett

Publisher

American Mathematical Society

Published

2010

Language

EN

ISBN

9781470411756

Category

nonfiction

Subjects

Mathematics, Probability, Stem