Markov Chains

Authors: Freedman, David

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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 thousand 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 - MC, B & D, and ACM. I wrote the first two books for beginning graduate students with some knowledge of probability; if you can follow Sections 10.4 to 10.9 of Markov Chains 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 specific disclaim­ ers; 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 VB1 PREFACE argue in a minute, my demonstrations are easier technically. If I wrote them down well enough, you may come to agree.

Table of contents (10 chapters)

Table of contents (10 chapters)

Buy this book

eBook $69.99
price for USA in USD (gross)
  • ISBN 978-1-4612-5500-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.99
price for USA in USD
  • ISBN 978-1-4612-5502-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Markov Chains
Authors
Copyright
1983
Publisher
Springer-Verlag New York
Copyright Holder
David A. Freedman
eBook ISBN
978-1-4612-5500-0
DOI
10.1007/978-1-4612-5500-0
Softcover ISBN
978-1-4612-5502-4
Edition Number
1
Number of Pages
382
Additional Information
Originally published by Holden-Day Inc., 1971
Topics