Understanding Markov Chains Examples And Applications - Nicolas Privault

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Understanding Markov Chains Examples And Applications - Nicolas Privault

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Understanding Markov Chains Examples And Applications - Nicolas Privault
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Understanding Markov Chains Examples And Applications - Nicolas Privault

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.
  • Brand: Unbranded
  • Category: Science, Medicine & Nature
  • Format: Paperback
  • Language: English
  • Publication Date: 2018-08-15
  • Publisher / Label: Springer Nature B.V
  • Author: Nicolas Privault
  • Number of Pages: 392
  • Fruugo ID: 40269976-82210447
  • ISBN: 9789811306587
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