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...
Kaydedildi:
| Yazar: | |
|---|---|
| Materyal Türü: | Livre numérique |
| Dil: | Anglais |
| Baskı/Yayın Bilgisi: |
Singapore :
Springer Nature Singapore
[20..].
Cham : Springer Nature |
| Edisyon: | 1st ed. 2013. |
| Seri Bilgileri: | Springer Undergraduate Mathematics Series
|
| Online Erişim: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Not: |
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 |
| LEADER | 03283nam a22003497a 4500 | ||
|---|---|---|---|
| 001 | 947284 | ||
| 008 | 131018q2000 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN172434734 | ||
| 020 | |a 9789814451512 | ||
| 020 | |a 9789814451512 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 100 | 1 | |a Privault, Nicolas, |d 1965- | |
| 245 | 1 | 0 | |a Understanding Markov chains : |b examples and applications |c by Nicolas Privault. |
| 250 | |a 1st ed. 2013. | ||
| 260 | |a Singapore : |b Springer Nature Singapore. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Springer Undergraduate Mathematics Series |x 2197-4144 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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, stationary and limiting distributions, as well as branching processes, are also covered. Two major examples (gambling processes and random walks) are treated in detail from the beginning, before the general theory itself is presented in the subsequent chapters. An introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times is also provided, and the book includes a chapter on spatial Poisson processes with some recent results on moment identities and deviation inequalities for Poisson stochastic integrals. The concepts presented are illustrated by examples and by 72 exercises and their complete solutions | ||
| 776 | 0 | |t Understanding Markov Chains |b Texte imprimé |z 9789814451529 | |
| 776 | 0 | |t Understanding Markov Chains |b Texte imprimé |z 9789814451505 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-981-4451-51-2 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-5ST4LWFT-7 |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747814643 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-981-4451-51-2 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750831030 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-981-4451-51-2 |z Accès INSA CVL | |
| 997 | |0 947284 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||