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Markov Processes, Semigroups, and Generators
Language: en
Pages: 449
Authors: Vassili N. Kolokoltsov
Categories: Mathematics
Type: BOOK - Published: 2011 - Publisher: Walter de Gruyter

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This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of appli
Generators of Markov Chains
Language: en
Pages: 279
Authors: Adam Bobrowski
Categories: Mathematics
Type: BOOK - Published: 2020-11-26 - Publisher: Cambridge University Press

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A clear explanation of what an explosive Markov chain does after it passes through all available states in finite time.
Markov Processes, Feller Semigroups And Evolution Equations
Language: en
Pages: 825
Authors: Jan A Van Casteren
Categories: Mathematics
Type: BOOK - Published: 2010-11-25 - Publisher: World Scientific

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The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with st
Functional Inequalities Markov Semigroups and Spectral Theory
Language: en
Pages: 391
Authors: Fengyu Wang
Categories: Mathematics
Type: BOOK - Published: 2006-04-06 - Publisher: Elsevier

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In this book, the functional inequalities are introduced to describe:(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenva
Continuous Time Markov Processes
Language: en
Pages: 290
Authors: Thomas Milton Liggett
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: American Mathematical Soc.

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Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a