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Generators of Markov Chains : From a Walk in the Interior to a Dance on the Boundary.
・ISBN 978-1-108-49579-0 hard GB£ 55.00
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★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-108-86307-0
| 著者・編者 | Bobrowski, Adam, |
|---|---|
| シリーズ | Cambridge Studies in Advanced Mathematics |
| 出版社 | (Cambridge University Press, UK) |
| 出版年月 | 2020 |
| ページ数 | 278 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-8897＞ |
解説
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.'