<電子ブック>
Understanding Markov Chains : Examples and Applications / by Nicolas Privault
(Springer Undergraduate Mathematics Series. ISSN:21974144)
版 | 1st ed. 2013. |
---|---|
出版者 | (Singapore : Springer Nature Singapore : Imprint: Springer) |
出版年 | 2013 |
本文言語 | 英語 |
大きさ | IX, 354 p. 71 illus : online resource |
著者標目 | *Privault, Nicolas author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Statistics FREE:Probability Theory FREE:Statistical Theory and Methods FREE:Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
一般注記 | 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 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 HTTP:URL=https://doi.org/10.1007/978-981-4451-51-2 |
目次/あらすじ
所蔵情報を非表示
電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
電子ブック | オンライン | 電子ブック |
|
Springer eBooks | 9789814451512 |
|
電子リソース |
|
EB00234068 |
書誌詳細を非表示
データ種別 | 電子ブック |
---|---|
分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000115219 |
ISBN | 9789814451512 |
類似資料
この資料の利用統計
このページへのアクセス回数:3回
※2017年9月4日以降