Markov chains : analytic and Monte Carlo computations /

• Κύριος συγγραφέας: Graham, C. (Carl)
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Chichester, West Sussex : Wiley-Dunod, 2014.
• Σειρά: Wiley series in probability and statistics.
• Θέματα: Markov processes.; Monte Carlo method.; Numerical calculations.; MATHEMATICS > Applied.; MATHEMATICS > Probability & Statistics > General.; Electronic books.
• Φυσική περιγραφή: 1 online resource.
• Βιβλιογραφία: Includes bibliographical references and index.
• ISBN: 9781118882696; 1118882695; 9781118881873; 1118881877; 9781118881866; 1118881869; 1118517075; 9781118517079
• DOI: 10.1002/9781118881866

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies. A detailed and rigorous presentation of Markov chains with discrete time and state space.