Understanding Markov Chains Examples and Applications /
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 r...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Singapore :
Springer Singapore : Imprint: Springer,
2018.
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Έκδοση: | 2nd ed. 2018. |
Σειρά: | Springer Undergraduate Mathematics Series,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Probability Background
- Gambling Problems
- Random Walks
- Discrete-Time Markov Chains
- First Step Analysis
- Classification of States
- Long-Run Behavior of Markov Chains
- Branching Processes
- Continuous-Time Markov Chains
- Discrete-Time Martingales
- Spatial Poisson Processes
- Reliability Theory.