Grundlehren der mathematischen Wissenschaften

Markov Processes, Brownian Motion, and Time Symmetry

Authors: Chung, Kai Lai, Walsh, John B.

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About this Textbook

From the reviews of the First Edition:

"This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews)

This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.

Reviews

From the reviews of the First Edition:

This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation.

H.J. Engelbert, MathSciNet

From the reviews of the second edition:

"This monograph is a considerably extended second edition of K.L. Chung’s classic ‘Lectures from Markov processes to Brownian motion’ … . Adding to Chung’s masterpiece is a formidable task; the new chapters by Walsh capture the spirit of the original and give a gentle, inspiring and eminently useful introduction to Ray processes, time reversal and duality." (René L. Schilling, Zentralblatt MATH, Vol. 1082, 2006)

"The volume under review is the union of two distinct, albeit complementary, works. … there are a number of interesting examples in the more familiar world of Markov chains which the reader can use to gain insight into the new ideas. … If I were asked to recommend a book to beginners who wished to immerse themselves in the subject and emerge in a fit state to tackle the contemporary literature, then I would choose this volume without hesitation." (David Applebaum, The Mathematical Gazette, Vol. 92 (523), 2008)


Table of contents (15 chapters)

Table of contents (15 chapters)

Buy this book

eBook $79.99
price for USA in USD
  • ISBN 978-0-387-28696-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.99
price for USA in USD
  • ISBN 978-0-387-22026-0
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
Softcover $99.99
price for USA in USD
  • ISBN 978-1-4419-1960-1
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Markov Processes, Brownian Motion, and Time Symmetry
Authors
Series Title
Grundlehren der mathematischen Wissenschaften
Series Volume
249
Copyright
2005
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media, LLC, part of Springer Nature
eBook ISBN
978-0-387-28696-9
DOI
10.1007/0-387-28696-9
Hardcover ISBN
978-0-387-22026-0
Softcover ISBN
978-1-4419-1960-1
Series ISSN
0072-7830
Edition Number
2
Number of Pages
XII, 432
Number of Illustrations
5 b/w illustrations
Topics