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...

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Κύριος συγγραφέας: Privault, Nicolas (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Singapore : Springer Singapore : Imprint: Springer, 2018.
Έκδοση:2nd ed. 2018.
Σειρά:Springer Undergraduate Mathematics Series,
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.