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Generators of Markov chains = from a...

Bobrowski, Adam.

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Generators of Markov chains = from a walk in the interior to a dance on the boundary /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Generators of Markov chains/ Adam Bobrowski.
Reminder of title:	from a walk in the interior to a dance on the boundary /
Author:	Bobrowski, Adam.
Published:	Cambridge :Cambridge University Press, : 2021.,
Description:	xvii, 260 p. :ill., digital ;24 cm.
Notes:	Title from publisher's bibliographic system (viewed on 08 Dec 2020).
Subject:	Markov processes. -
Online resource:	https://doi.org/10.1017/9781108863070
ISBN:	9781108863070

Generators of Markov chains = from a walk in the interior to a dance on the boundary /
Bobrowski, Adam.

Generators of Markov chainsfrom a walk in the interior to a dance on the boundary /[electronic resource] :Adam Bobrowski. - Cambridge :Cambridge University Press,2021. - xvii, 260 p. :ill., digital ;24 cm. - Cambridge studies in advanced mathematics ;190. - Cambridge studies in advanced mathematics ;190..

Title from publisher's bibliographic system (viewed on 08 Dec 2020).

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 example (in which all states are instantaneous), do not understand what the minimal process is, or do not know what happens after explosion, dive right in. But beware lest you are enchanted: 'There are more spells than your commonplace magicians ever dreamed of.'

ISBN: 9781108863070Subjects--Topical Terms:

532104
Markov processes.

LC Class. No.: QA274.7 / .B63 2021

Dewey Class. No.: 519.233

Generators of Markov chains = from a walk in the interior to a dance on the boundary /
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500 $a Title from publisher's bibliographic system (viewed on 08 Dec 2020).
520 $a 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 example (in which all states are instantaneous), do not understand what the minimal process is, or do not know what happens after explosion, dive right in. But beware lest you are enchanted: 'There are more spells than your commonplace magicians ever dreamed of.'
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830 0 $a Cambridge studies in advanced mathematics ; $v 190. $3 3470520
856 4 0 $u https://doi.org/10.1017/9781108863070