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Understanding Markov chains = examples and applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Understanding Markov chains/ by Nicolas Privault.
其他題名:	examples and applications /
作者:	Privault, Nicolas.
出版者:	Singapore :Springer Singapore : : 2018.,
面頁冊數:	xvii, 372 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Markov processes. -
電子資源:	http://dx.doi.org/10.1007/978-981-13-0659-4
ISBN:	9789811306594

Understanding Markov chains = examples and applications /
Privault, Nicolas.

Understanding Markov chainsexamples and applications /[electronic resource] :by Nicolas Privault. - 2nd ed. - Singapore :Springer Singapore :2018. - xvii, 372 p. :ill., digital ;24 cm. - Springer undergraduate mathematics series,1615-2085. - Springer undergraduate mathematics series..

Probability Background -- Gambling Problems -- Random Walks -- Discrete-Time Markov Chains -- First Step Analysis -- Classification of States -- Long-Run Behavior of Markov Chains -- Branching Processes -- Continuous-Time Markov Chains -- Discrete-Time Martingales -- Spatial Poisson Processes -- Reliability Theory.

This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.

ISBN: 9789811306594

Standard No.: 10.1007/978-981-13-0659-4doiSubjects--Topical Terms:

527825
Markov processes.

LC Class. No.: QA274.7 / .P758 2018

Dewey Class. No.: 519.233

Understanding Markov chains = examples and applications /
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520 $a This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.
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