| 書目名稱 | Understanding Markov Chains |
| 副標(biāo)題 | Examples and Applica |
| 編輯 | Nicolas Privault |
| 視頻video | http://file.papertrans.cn/942/941537/941537.mp4 |
| 概述 | Easily accessible to both mathematics and non-mathematics majors who are taking an introductory course on Stochastic Processes.Filled with numerous exercises to test students‘ understanding of key con |
| 叢書名稱 | Springer Undergraduate Mathematics Series |
| 圖書封面 |  |
| 描述 | .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.. |
| 出版日期 | Textbook 2018Latest edition |
| 關(guān)鍵詞 | Applications of Stochastic Processes; Discrete and continuous-time Markov Chains; First-step analysis |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-981-13-0659-4 |
| isbn_softcover | 978-981-13-0658-7 |
| isbn_ebook | 978-981-13-0659-4Series ISSN 1615-2085 Series E-ISSN 2197-4144 |
| issn_series | 1615-2085 |
| copyright | Springer Nature Singapore Pte Ltd. 2018 |
|Archiver|手機(jī)版|小黑屋|
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