Understanding Markov Chains Examples and Applications /

• Κύριος συγγραφέας: Privault, Nicolas (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Singapore : Springer Singapore : Imprint: Springer, 2013.
• Σειρά: Springer Undergraduate Mathematics Series,
• Θέματα: Mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience...