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Understanding Markov Chains : Examples and Applications / by Nicolas Privault
(Springer Undergraduate Mathematics Series. ISSN:21974144)
版 | 2nd ed. 2018. |
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出版者 | Singapore : Springer Nature Singapore : Imprint: Springer |
出版年 | 2018 |
大きさ | XVII, 372 p. 44 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 | 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 HTTP:URL=https://doi.org/10.1007/978-981-13-0659-4 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9789811306594 |
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EB00198857 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000115318 |
ISBN | 9789811306594 |
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