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Understanding Markov Chains
- Examples and Applications
Engelsk
Bogcover for Understanding Markov Chains af Nicolas Privault, 9789811306587
Specifikationer
Sprog:
Engelsk
Sider:
372
ISBN-13:
9789811306587
Indbinding:
Paperback
ISBN-10:
9811306583
Kategori:
Udg. Dato:
15 aug 2018
Størrelse i cm:
15,5 x 23,5 x 2,3
Serie:
Springer Undergraduate Mathematics Series
Oplagsdato:
15 aug 2018
Forfatter(e):

Understanding Markov Chains

- Examples and Applications
Engelsk
Paperback 2018
Format:

Bog beskrivelse

This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.

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Specifikationer
Sprog:
Engelsk
Sider:
372
ISBN-13:
9789811306587
Indbinding:
Paperback
ISBN-10:
9811306583
Kategori:
Udg. Dato:
15 aug 2018
Størrelse i cm:
15,5 x 23,5 x 2,3
Serie:
Springer Undergraduate Mathematics Series
Oplagsdato:
15 aug 2018
Forfatter(e):
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