000			01571 a2200241 4500
008			210325b ||||| |||| 00| 0 eng d
020			_a9781108495790
082			_a519.233 _bBOB
100			_aBobrowski, Adam
245			_aGenerators of Markov chains: from a walk in the interior to a dance on the boundary
260			_bCambridge University Press, _c2020. _aCambridge:
300			_axvii, 260p. : ill. ; _bhb, _c23 cm.
365			_aGBP _b44.99
440			_aCambridge Studies in Advanced Mathematics ; 190
504			_aIncludes bibliographical references and indexes.
520			_aElementary treatments of Markov chains, especially those devoted to discrete-time and finite state-space theory, leave the impression that everything is smooth and easy to understand. This exposition of the works of Kolmogorov, Feller, Chung, Kato, and other mathematical luminaries, which focuses on time-continuous chains but is not so far from being elementary itself, reminds us again that the impression is false: an infinite, but denumerable, state-space is where the fun begins. If you have not heard of Blackwell's example (in which all states are instantaneous), do not understand what the minimal process is, or do not know what happens after explosion, dive right in. But beware lest you are enchanted: 'There are more spells than your commonplace magicians ever dreamed of.'
650			_aMarkov processes
650			_aBoundary theory
650			_aDual perspective
650			_aKato's Theorem
650			_aGenerator vs Intensity matrix.
942			_2ddc _cTD
999			_c54448 _d54448