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Generators of Markov Chains: From a Walk in the Interior to a Dance on the Boundary

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Generators of Markov Chains: From a Walk in the Interior to a Dance on the Boundary - Bobrowski, Adam
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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 ...

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Generators of Markov Chains: From a Walk in the Interior to a Dance on the Boundary 2020, Cambridge University Press, Cambridge

ISBN-13: 9781108495790

Hardcover