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標(biāo)題: Titlebook: Understanding Markov Chains; Examples and Applica Nicolas Privault Textbook 20131st edition Springer Nature Singapore Pte Ltd. 2013 Applica [打印本頁]

作者: Combat 時(shí)間: 2025-3-21 16:12
書目名稱Understanding Markov Chains影響因子(影響力)

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書目名稱Understanding Markov Chains網(wǎng)絡(luò)公開度

書目名稱Understanding Markov Chains網(wǎng)絡(luò)公開度學(xué)科排名

書目名稱Understanding Markov Chains被引頻次

書目名稱Understanding Markov Chains被引頻次學(xué)科排名

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書目名稱Understanding Markov Chains讀者反饋學(xué)科排名

作者: Gingivitis 時(shí)間: 2025-3-21 22:26
Understanding Markov Chains978-981-4451-51-2Series ISSN 1615-2085 Series E-ISSN 2197-4144

作者: troponins 時(shí)間: 2025-3-22 02:11
Random Walks,In this chapter we consider our second important example of discrete-time stochastic process, which is a random walk allowed to evolve over the set . of signed integers without any boundary restriction. Of particular importance are the probabilities of return to a given state in finite time, as well as the corresponding mean return time.

作者: 心神不寧 時(shí)間: 2025-3-22 08:22
Discrete-Time Markov Chains,In this chapter we start the general study of discrete-time Markov chains by focusing on the Markov property and on the role played by transition probability matrices. We also include a complete study of the time evolution of the two-state chain, which represents the simplest example of Markov chain.

作者: Lipoprotein(A) 時(shí)間: 2025-3-22 12:10
Long-Run Behavior of Markov Chains,This chapter is concerned with the large time behavior of Markov chains, including the computation of their limiting and stationary distributions. Here the notions of recurrence, transience, and classification of states introduced in the previous chapter play a major role.

作者: medium 時(shí)間: 2025-3-22 15:13
Branching Processes,Branching processes are used as a tool for the modeling of population growth and mutation of entities such as living beings, genes, particles, etc., or the spread of epidemics. This chapter mainly deals with the computation of extinction probabilities for branching processes.

作者: 獨(dú)白 時(shí)間: 2025-3-22 18:54

作者: 支形吊燈 時(shí)間: 2025-3-23 00:12

作者: negotiable 時(shí)間: 2025-3-23 04:03
Probability Background,refer to Devore (Probability and Statistics for Engineering and the Sciences. Duxbury Press, sixth edition, .), Jacod and Protter (Probability Essentials. Springer, .), and Pitman (Probability. Springer, .) for additional probability material.

作者: Melanocytes 時(shí)間: 2025-3-23 08:15

作者: diathermy 時(shí)間: 2025-3-23 10:13
First Step Analysis,ndom walks already treated in Chapters?. and .. The main applications of first step analysis are the computation of hitting probabilities, mean hitting and absorption times, mean first return times, and average number of returns to a given state.

作者: limber 時(shí)間: 2025-3-23 17:29
Classification of States,e also examine the notions of positive and null recurrence, periodicity, and aperiodicity of such chains. Those topics will be important when analysing the long-run behavior of Markov chains in the next chapter.

作者: Aggressive 時(shí)間: 2025-3-23 20:45

作者: 發(fā)牢騷 時(shí)間: 2025-3-23 22:20

作者: Anthem 時(shí)間: 2025-3-24 02:57

作者: landmark 時(shí)間: 2025-3-24 07:46

作者: 摻假 時(shí)間: 2025-3-24 13:57

作者: GLOOM 時(shí)間: 2025-3-24 16:07
Textbook 20131st edition 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..

作者: countenance 時(shí)間: 2025-3-24 21:26
Continuous-Time Markov Chains,ue to the use of the strong Markov property. Here we focus on the understanding of the continuous-time case by simple calculations, and we will refer to the literature for the application of the strong Markov property.

作者: MANIA 時(shí)間: 2025-3-25 01:52

作者: hurricane 時(shí)間: 2025-3-25 06:09
Discrete-Time Martingales,results on gambling processes of Chapter?.. Before that, let us state many recent applications of stochastic modeling are relying on the notion of martingale. In financial mathematics for example, the notion of martingale is used to characterize the fairness and equilibrium of a market model.

作者: 的染料 時(shí)間: 2025-3-25 07:46

作者: brother 時(shí)間: 2025-3-25 12:11
Probability Background,refer to Devore (Probability and Statistics for Engineering and the Sciences. Duxbury Press, sixth edition, .), Jacod and Protter (Probability Essentials. Springer, .), and Pitman (Probability. Springer, .) for additional probability material.

作者: inundate 時(shí)間: 2025-3-25 18:56
Gambling Problems,te state space {0,1,…,.}. This allows us in particular to have a first look at the technique of first step analysis that will be repeatedly used in the general framework of Markov chains, particularly in Chapter?..

作者: Conscientious 時(shí)間: 2025-3-25 21:52

作者: myelography 時(shí)間: 2025-3-26 00:58

作者: 身心疲憊 時(shí)間: 2025-3-26 05:29
Continuous-Time Markov Chains, from discrete to continuous-time Markov chains, the main difference between the two settings being the replacement of the transition matrix with the continuous-time . of the process. We will start with the two fundamental examples of the Poisson and birth and death processes, followed by the constr

作者: 顯而易見 時(shí)間: 2025-3-26 10:53

作者: 鎮(zhèn)壓 時(shí)間: 2025-3-26 13:49
Spatial Poisson Processes,se . is the real half line, these random points can be identified with the jump times (. .). of the standard Poisson process . introduced in Section?.. However, in contrast with the previous chapter, no time ordering is . imposed here on the index set .. Sections?. and . contain some more advanced r

作者: 陪審團(tuán) 時(shí)間: 2025-3-26 20:36
Textbook 20131st edition 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) a

作者: JOT 時(shí)間: 2025-3-26 21:12
Introduction,applications to multiple fields, and can be useful anytime one recognizes the role of randomness and unpredictability of events that occur at random times in a physical, biological, or financial system.

作者: Condense 時(shí)間: 2025-3-27 02:43
Spatial Poisson Processes,. However, in contrast with the previous chapter, no time ordering is . imposed here on the index set .. Sections?. and . contain some more advanced results on moments and deviation inequalities for Poisson stochastic integrals.

作者: Minatory 時(shí)間: 2025-3-27 08:45
1615-2085 umerous exercises to test students‘ understanding of key con.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 prob

作者: 乞討 時(shí)間: 2025-3-27 12:32