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...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Định dạng: | Livre numérique |
| Ngôn ngữ: | Anglais |
| Được phát hành: |
Singapore :
Springer Nature Singapore
[20..].
Cham : Springer Nature |
| Phiên bản: | 1st ed. 2013. |
| Loạt: | Springer Undergraduate Mathematics Series
|
| Truy cập trực tuyến: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Chú thích: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Understanding Markov Chains, Texte imprimé, 9789814451529 • Understanding Markov Chains, Texte imprimé, 9789814451505 |