Titlebook: Understanding Markov Chains; Examples and Applica Nicolas Privault Textbook 20131st edition Springer Nature Singapore Pte Ltd. 2013 Applica

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書目名稱Understanding Markov Chains影響因子(影響力)




書目名稱Understanding Markov Chains影響因子(影響力)學科排名




書目名稱Understanding Markov Chains網絡公開度




書目名稱Understanding Markov Chains網絡公開度學科排名




書目名稱Understanding Markov Chains被引頻次




書目名稱Understanding Markov Chains被引頻次學科排名




書目名稱Understanding Markov Chains年度引用




書目名稱Understanding Markov Chains年度引用學科排名




書目名稱Understanding Markov Chains讀者反饋




書目名稱Understanding Markov Chains讀者反饋學科排名

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Understanding Markov Chains978-981-4451-51-2Series ISSN 1615-2085 Series E-ISSN 2197-4144

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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.

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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.

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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.

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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.

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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.

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