Buy new:
$114.57
Only 3 left in stock.
US imports may differ from local products. Additional terms apply. Learn More.

Amazon Global Store

  • International products have separate terms and are sold from abroad and may differ from local products including fit, age rating, and language of product, labeling, or instructions, or plugs (you may require an adapter).
  • Manufacturer warranty may not apply but you may have other rights under law.
  • Learn more about Amazon Global Store
$$114.57 () Includes selected options. Includes initial monthly payment and selected options. Details
Price
Subtotal
$$114.57
Subtotal
Initial payment breakdown
Delivery cost, delivery date and order total (including tax) shown at checkout.
Ships from
Amazon US
Ships from
Amazon US
Sold by
Amazon US
Sold by
Amazon US
Payment
Secure transaction
Your transaction is secure
We work hard to protect your security and privacy. Our payment security system encrypts your information during transmission. We don’t share your credit card details with third-party sellers, and we don’t sell your information to others. Learn more
Payment
Secure transaction
We work hard to protect your security and privacy. Our payment security system encrypts your information during transmission. We don’t share your credit card details with third-party sellers, and we don’t sell your information to others. Learn more
New & Used (10) from $114.57
Kindle app logo image

Download the free Kindle app and start reading Kindle books instantly on your smartphone, tablet or computer—no Kindle device required.

Read instantly on your browser with Kindle for Web.

Using your mobile phone camera, scan the code below and download the Kindle app.

QR code to download the Kindle App

Follow the author

Thomas M. Liggett
Follow
Something went wrong. Please try your request again later.

Continuous Time Markov Processes: An Introduction Hardcover – 30 March 2010

by Thomas M. Liggett (Author)
5.0 5.0 out of 5 stars 3 ratings
See all formats and editions
{"desktop_buybox_group_1":[{"displayPrice":"$114.57","priceAmount":114.57,"currencySymbol":"$","integerValue":"114","decimalSeparator":".","fractionalValue":"57","symbolPosition":"left","hasSpace":false,"showFractionalPartIfEmpty":true,"offerListingId":"fqUNpYJXs0SDuUGTtae4CdBzFSuTRwZ6qFY4YVwKlx0tzZr0VOcz3R1y%2BATvPzRZ7jodq254NjHdq6bfH9V6uSRtXUgM6y88YRar2mJDf%2BfWcVx6XstrsvBKEAXHL1cyOvUq6%2FDFFIDINtz29CrKs6y9rIN6Z1EcZSP%2B7zhiyYh4ON3wMN7mZ7yKI3D2qMgT","locale":"en-AU","buyingOptionType":"NEW","aapiBuyingOptionIndex":0}]}

Purchase options and add-ons

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. The initial chapter is devoted to the most important classical example - one dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes.
Previous page
  1. Part of series
    Graduate Studies in Mathematics
  2. Print length
    271 pages
  3. Language
    English
  4. Publisher
    American Mathematical Society
  5. Publication date
    30 March 2010
  6. Dimensions
    17.78 x 1.91 x 25.4 cm
  7. ISBN-10
    0821849492
  8. ISBN-13
    978-0821849491
  9. See all details
Next page

Product details

  • Publisher ‏ : ‎ American Mathematical Society (30 March 2010)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 271 pages
  • ISBN-10 ‏ : ‎ 0821849492
  • ISBN-13 ‏ : ‎ 978-0821849491
  • Dimensions ‏ : ‎ 17.78 x 1.91 x 25.4 cm
  • Customer Reviews:
    5.0 5.0 out of 5 stars 3 ratings

About the author

Follow authors to get new release updates, plus improved recommendations.
Thomas M. Liggett

Thomas M. Liggett

Brief content visible, double tap to read full content.
Full content visible, double tap to read brief content.

Discover more of the author’s books, see similar authors, read author blogs, and more

Customer reviews

5 out of 5 stars
5 out of 5
3 global ratings

Review this product

Share your thoughts with other customers
Write a customer review

No customer reviews

There are 0 customer reviews and 3 customer ratings.