Abstract
This chapter can be considered as a mathematical introduction to probabilistic methods. The introductory section 2.1 concerns a general class of Markov chains. In subsequent sections we are preparing methods for a discrete time approximation to the continuum time evolution discussed in the next chapters. We could say that in this chapter we formulate a polygonal approximation to the Feynman integral by a Markov chain. The discrete time is crucial for numerical methods. Methods developed in this chapter will be applied to numerical simulations in quantum mechanics discussed in Chapter 20.
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© 1999 Springer Science+Business Media Dordrecht
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Haba, Z. (1999). Markov chains. In: Feynman Integral and Random Dynamics in Quantum Physics. Mathematics and Its Applications, vol 480. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-4716-3_2
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DOI: https://doi.org/10.1007/978-94-011-4716-3_2
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-5984-8
Online ISBN: 978-94-011-4716-3
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