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Understanding Markov chains : examples and applications

Author: Nicolas Privault
Publisher: Singapore : Springer, 2013.
Series: Springer undergraduate mathematics series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This book provides an undergraduate introduction to discrete andcontinuous-time Markov chains and their applications. A large focus is placed on the first step analysistechnique 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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Privault, Nicolas.
Understanding Markov chains
(OCoLC)839317686
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Nicolas Privault
ISBN: 9789814451512 9814451517
OCLC Number: 857281878
Description: 1 online resource
Contents: Introduction --
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.
Series Title: Springer undergraduate mathematics series.
Responsibility: Nicolas Privault.

Abstract:

This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. It includes more than 70 exercises, along with complete solutions, that help  Read more...

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"This textbook provides an elementary introduction to the classical theory of discrete and continuous time Markov chains motivated by gambling problems and covers a variety of primers on different Read more...

 
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