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© 2005

Markov Processes, Brownian Motion, and Time Symmetry

  • Contains 200 pages of new material on markov chains, ray processes, and time symmetry

Textbook

Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 249)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Pages 1-44
  3. Pages 45-74
  4. Pages 75-136
  5. Pages 137-207
  6. Pages 208-232
  7. Pages 233-243
  8. Pages 250-290
  9. Pages 303-319
  10. Pages 320-335
  11. Pages 342-397
  12. Pages 398-415
  13. Back Matter
    Pages 421-432

About this book

Introduction

From the reviews of the First Edition:

"This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews)

This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.

Keywords

Brownian motion Brownsche Bewegung Hunt process Markov Markov chain Markov process Markowscher Prozess Motion

Authors and affiliations

  1. 1.Department of MathematicsStanford UniversityStanfordUSA
  2. 2.Mathematics DepartmentUniversity of British ColumbiaVancouverCanada

Bibliographic information

  • Book Title Markov Processes, Brownian Motion, and Time Symmetry
  • Authors Kai Lai Chung
    John B. Walsh
  • Series Title Grundlehren der mathematischen Wissenschaften
  • DOI https://doi.org/10.1007/0-387-28696-9
  • Copyright Information Springer New York 2005
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
  • Hardcover ISBN 978-0-387-22026-0
  • Softcover ISBN 978-1-4419-1960-1
  • eBook ISBN 978-0-387-28696-9
  • Series ISSN 0072-7830
  • Edition Number 2
  • Number of Pages XII, 432
  • Number of Illustrations 5 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
  • Buy this book on publisher's site
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Reviews

From the reviews of the First Edition:

This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation.

H.J. Engelbert, MathSciNet

From the reviews of the second edition:

"This monograph is a considerably extended second edition of K.L. Chung’s classic ‘Lectures from Markov processes to Brownian motion’ … . Adding to Chung’s masterpiece is a formidable task; the new chapters by Walsh capture the spirit of the original and give a gentle, inspiring and eminently useful introduction to Ray processes, time reversal and duality." (René L. Schilling, Zentralblatt MATH, Vol. 1082, 2006)

"The volume under review is the union of two distinct, albeit complementary, works. … there are a number of interesting examples in the more familiar world of Markov chains which the reader can use to gain insight into the new ideas. … If I were asked to recommend a book to beginners who wished to immerse themselves in the subject and emerge in a fit state to tackle the contemporary literature, then I would choose this volume without hesitation." (David Applebaum, The Mathematical Gazette, Vol. 92 (523), 2008)