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丹尼尔斯特鲁克作者

译者

2009-4 出版日期

171 页数

25.00元价格

Graduate Texts in Mathematics 丛书系列

9787510004483 图书编码

马尔科夫过程导论在线电子书图书标签: 随机过程 GTM 概率论7 数学 http://www.douban.com/accounts/

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《马尔科夫过程导论》讲述了：To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i.e., all entries (P)o are nonnegative and each row of P sums to 1) to higher and higher powers or one exponentiates R(P - I), where R is a diagonal matrix with non-negative entries. Indeed, when it comes right down to it, that is all that is done in this book. However, I, and others of my ilk, would take offense at such a dismissive characterization of the theory of Markov chains and processes with values in a countable state space, and a primary goal of mine in writing this book was to convince its readers that our offense would be warranted

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