Product Information
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 thot:sand 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 - Me, B & D, and ACM. I wrote the first two books for beginning graduate students with some knowledge of probability; if you can follow Sections 3.4 to 3.9 of Brownian Motion and Diffusion 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 spe cific disclaimers; 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 argue in a minute, my demonstrations are easier technically. If I wrote them down well enough, you may come to agree.Product Identifiers
PublisherSpringer-Verlag New York Inc.
ISBN-139781461565765
eBay Product ID (ePID)176793376
Product Key Features
Number of Pages231 Pages
Publication NameBrownian Motion and Diffusion
LanguageEnglish
SubjectMathematics
Publication Year2012
TypeTextbook
AuthorDavid Freedman
FormatPaperback
Dimensions
Item Height254 mm
Item Weight470 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorDavid Freedman