# An Introduction to Markov Processes

Textbook

Part of the Graduate Texts in Mathematics book series (GTM, volume 230)

1. Front Matter
Pages i-xiv
2. Pages 1-22
3. Pages 23-44
4. Pages 75-106
5. Pages 107-144
6. Pages 145-166
7. Back Matter
Pages 167-175

### Introduction

To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i. e. , all entries (P)»j are n- negative and each row of P sums to 1) to higher and higher powers or one exponentiates R(P — I), where R is a diagonal matrix with non-negative entries. Indeed, when it comes right down to it, that is all that is done in this book. However, I, and others of my ilk, would take offense at such a dismissive characterization of the theory of Markov chains and processes with values in a countable state space, and a primary goal of mine in writing this book was to convince its readers that our offense would be warranted. The reason why I, and others of my persuasion, refuse to consider the theory here as no more than a subset of matrix theory is that to do so is to ignore the pervasive role that probability plays throughout. Namely, probability theory provides a model which both motivates and provides a context for what we are doing with these matrices. To wit, even the term "transition probability matrix" lends meaning to an otherwise rather peculiar set of hypotheses to make about a matrix.

### Keywords

Dirichlet form Markov chain Markov chains Markov process ergodic theory random walk reversible Markov chains

#### Authors and affiliations

1. 1.Department of MathematicsMITCambridgeUSA

The author has held positions at NYU, the Univresity of Colorado, and MIT. In addition, he has visited and lectured at many universities throughout the world. He has authored several book bout various aspects of probability theory.

### Bibliographic information

• Book Title An Introduction to Markov Processes
• Authors Daniel W. Stroock
• Series Title Graduate Texts in Mathematics
• DOI https://doi.org/10.1007/b138428
• Copyright Information Springer-Verlag Berlin Heidelberg 2005
• Publisher Name Springer, Berlin, Heidelberg
• eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
• Hardcover ISBN 978-3-540-23499-9
• Softcover ISBN 978-3-540-23451-7
• eBook ISBN 978-3-540-26990-8
• Series ISSN 0072-5285
• Edition Number 1
• Number of Pages XIV, 178
• Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
• Topics
• Buy this book on publisher's site
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