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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
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.