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- DescriptionA 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 thousand 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 - MC, B & D, and ACM. I wrote the first two books for beginning graduate students with some kwledge of probability; if you can follow Sections 10.4 to 10.9 of Markov Chains you're in. The first two books are quite independent of one ather, and completely independent of the third. This last book is a mograph which explains one way to think about chains with instantaneous states. The results in it are supposed to be new, except where there are specific disclaim- ers; 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 VB1 PREFACE argue in a minute, my demonstrations are easier technically. If I wrote them down well eugh, you may come to agree.
- Author(s)David Freedman
- PublisherSpringer-Verlag New York Inc.
- Date of Publication11/11/2011
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Notebiography
- Weight603 g
- Width156 mm
- Height234 mm
- Spine20 mm
- Format DetailsTrade paperback (US)
- Edition StatementSoftcover reprint of the original 1st ed. 1983
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