Understanding Markov Chains Examples and Applications /
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...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Singapore :
Springer Singapore : Imprint: Springer,
2013.
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Σειρά: | Springer Undergraduate Mathematics Series,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Introduction
- 1) Probability Background
- 2) Gambling Problems
- 3) Random Walks
- 4) Discrete-Time Markov Chains
- 5) First Step Analysis
- 6) Classication of States
- 7) Long-Run Behavior of Markov Chains
- 8) Branching Processes
- 9) Continuous-Time Markov Chains
- 10) Discrete-Time Martingales
- 11) Spatial Poisson Processes
- 12) Reliability Theory
- Some Useful Identities
- Solutions to the Exercises
- References
- Index.