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...
Guardado en:
| Autor principal: | |
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| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
Singapore :
Springer Nature Singapore
[20..].
Cham : Springer Nature |
| Edición: | 1st ed. 2013. |
| Colección: | Springer Undergraduate Mathematics Series
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| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Tabla de Contenidos:
- 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