£72.77

Springer Brownian Motion and Diffusion (Holden-day Series in Probability and Statistics)

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£75.84 £72.46 £73.20 £73.94 £74.67 £75.41 £76.15 05 April 2026 17 April 2026 30 April 2026 12 May 2026 25 May 2026

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Description

A 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 thot:sand 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 - Me, B & D, and ACM. I wrote the first two books for beginning graduate students with some knowledge of probability; if you can follow Sections 3.4 to 3.9 of Brownian Motion and Diffusion you're in. The first two books are quite independent of one another, and completely independent of the third. This last book is a monograph, which explains one way to think about chains with instantaneous states. The results in it are supposed to be new, except where there are spe cific disclaimers; 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 argue in a minute, my demonstrations are easier technically. If I wrote them down well enough, you may come to agree.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
12 December 2012
Listed Since
07 November 2013

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