Markov chains : analytic and Monte Carlo computations /
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 th...
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| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley-Dunod,
2014.
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| Series: | Wiley series in probability and statistics.
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
| Summary: | 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. |
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| Physical Description: | 1 online resource. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118882696 1118882695 9781118881873 1118881877 9781118881866 1118881869 1118517075 9781118517079 |
| DOI: | 10.1002/9781118881866 |
