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Table of contents (3 chapters)
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Front Matter
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Back Matter
Keywords
About this book
A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. I soon had two hundred pages of manuscript and my publisher was enthusiastic. Some years and several drafts later, I had a thot:sand pages of manuscript, and my publisher was less enthusiastic. So we made it a trilogy: Markov Chains Brownian Motion and Diffusion Approximating Countable Markov Chains familiarly - Me, B & D, and ACM. I wrote the first two books for beginning graduate students with some knowledge of probability; if you can follow Sections 3.4 to 3.9 of Brownian Motion and Diffusion you're in. The first two books are quite independent of one another, and completely independent of the third. This last book is a monograph, which explains one way to think about chains with instantaneous states. The results in it are supposed to be new, except where there are spe cific disclaimers; it's written in the framework of Markov Chains. Most of the proofs in the trilogy are new, and I tried hard to make them explicit. The old ones were often elegant, but I seldom saw what made them go. With my own, I can sometimes show you why things work. And, as I will argue in a minute, my demonstrations are easier technically. If I wrote them down well enough, you may come to agree.
Authors and Affiliations
Bibliographic Information
Book Title: Brownian Motion and Diffusion
Authors: David Freedman
DOI: https://doi.org/10.1007/978-1-4615-6574-1
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: David A. Freedman 1983
Softcover ISBN: 978-1-4615-6576-5Published: 12 December 2012
eBook ISBN: 978-1-4615-6574-1Published: 06 December 2012
Edition Number: 1
Number of Pages: XII, 231
Additional Information: Originally published by Holden-Day Inc., 1971