Markov Processes, Semigroups, and Generators - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Processes, Semigroups, and Generators write by Vassili N. Kolokoltsov. This book was released on 2011. Markov Processes, Semigroups, and Generators available in PDF, EPUB and Kindle. This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for
Functional Inequalities Markov Semigroups and Spectral Theory
Functional Inequalities Markov Semigroups and Spectral Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Functional Inequalities Markov Semigroups and Spectral Theory write by Fengyu Wang. This book was released on 2006-04-06. Functional Inequalities Markov Semigroups and Spectral Theory available in PDF, EPUB and Kindle. In this book, the functional inequalities are introduced to describe:(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap;(ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density;(iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.
Generators of Markov Chains
Generators of Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Generators of Markov Chains write by Adam Bobrowski. This book was released on 2020-11-26. Generators of Markov Chains available in PDF, EPUB and Kindle. A clear explanation of what an explosive Markov chain does after it passes through all available states in finite time.
Continuous Time Markov Processes
Continuous Time Markov Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Continuous Time Markov Processes write by Thomas Milton Liggett. This book was released on 2010. Continuous Time Markov Processes available in PDF, EPUB and Kindle. Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples.
Markov Processes, Feller Semigroups and Evolution Equations
Markov Processes, Feller Semigroups and Evolution Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Processes, Feller Semigroups and Evolution Equations write by J. A. van Casteren. This book was released on 2011. Markov Processes, Feller Semigroups and Evolution Equations available in PDF, EPUB and Kindle. 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 stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
