Generators of Markov Chains
eBook - PDF

Generators of Markov Chains

From a Walk in the Interior to a Dance on the Boundary

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Generators of Markov Chains

From a Walk in the Interior to a Dance on the Boundary

About this book

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.'

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn more here.
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access Generators of Markov Chains by Adam Bobrowski in PDF and/or ePUB format, as well as other popular books in Mathematics & Mathematical Analysis. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Half-title page
  3. Series page
  4. Frontispiece
  5. Title page
  6. Copyright page
  7. Dedication
  8. Epigraph
  9. Contents
  10. Preface
  11. A Nontechnical Introduction
  12. 1 A Guided Tour through the Land of Operator Semigroups
  13. 2 Generators versus Intensity Matrices
  14. 3 Boundary Theory: Core Results
  15. 4 Boundary Theory Continued
  16. 5 The Dual Perspective
  17. Solutions and Hints to Selected Exercises
  18. Commonly Used Notation
  19. References
  20. Index