It takes the average reader 7 hours and 45 minutes to read Stationary Processes and Discrete Parameter Markov Processes by Rabi Bhattacharya
Assuming a reading speed of 250 words per minute. Learn more
This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study. After recapping the essentials from Fourier analysis, the book begins with an introduction to the spectral representation of a stationary process. Topics in ergodic theory follow, including Birkhoff’s Ergodic Theorem and an introduction to dynamical systems. From here, the Markov property is assumed and the theory of discrete parameter Markov processes is explored on a general state space. Chapters cover a variety of topics, including birth–death chains, hitting probabilities and absorption, the representation of Markov processes as iterates of random maps, and large deviation theory for Markov processes. A chapter on geometric rates of convergence to equilibrium includes a splitting condition that captures the recurrence structure of certain iterated maps in a novel way. A selection of special topics concludes the book, including applications of large deviation theory, the FKG inequalities, coupling methods, and the Kalman filter. Featuring many short chapters and a modular design, this textbook offers an in-depth study of stationary and discrete-time Markov processes. Students and instructors alike will appreciate the accessible, example-driven approach and engaging exercises throughout. A single, graduate-level course in probability is assumed.
Stationary Processes and Discrete Parameter Markov Processes by Rabi Bhattacharya is 449 pages long, and a total of 116,291 words.
This makes it 152% the length of the average book. It also has 142% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 10 hours and 35 minutes to read Stationary Processes and Discrete Parameter Markov Processes aloud.
Stationary Processes and Discrete Parameter Markov Processes is suitable for students ages 12 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
When deciding what to show young students always use your best judgement and consult a professional.
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