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Understanding Markov Chains: Examples and Applications (Springer Undergraduate Mathematics Series) - Softcover
Inhaltsangabe
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.
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Über die Autorin bzw. den Autor
The author is an associate professor from the Nanyang Technological University (NTU) and is well-established in the field of stochastic processes and a highly respected probabilist. He has authored the book, Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales, Lecture Notes in Mathematics, Springer, 2009 and was a co-editor for the book, Stochastic Analysis with Financial Applications, Progress in Probability, Vol. 65, Springer Basel, 2011. Aside from these two Springer titles, he has authored several others. He is currently teaching the course M27004-Probability Theory and Stochastic Processes at NTU. The manuscript has been developed over the years from his courses on Stochastic Processes.
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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.
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UNDERSTANDING MARKOV CHAINS
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Understanding Markov Chains
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Taschenbuch. Zustand: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 392 pp. Englisch. Artikel-Nr. 9789811306587
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Understanding Markov Chains
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Understanding Markov Chains-Examples and Applications
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Understanding Markov Chains
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Understanding Markov Chains
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Zustand: New. Easily accessible to both mathematics and non-mathematics majors who are taking an introductory course on Stochastic ProcessesFilled with numerous exercises to test students understanding of key conceptsA gentle introduction to h. Artikel-Nr. 220546779
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Understanding Markov Chains : Examples and Applications
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ISBN 10: 9811306583
ISBN 13: 9789811306587
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 hittingtimes 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 martingalesand their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The conceptspresented are illustrated by examples, 138 exercises and 9 problemswith their solutions. Artikel-Nr. 9789811306587
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Understanding Markov Chains
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Understanding Markov Chains: Examples and Applications (Springer Undergraduate Mathematics Series)
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Understanding Markov Chains: Examples and Applications
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Paperback. Zustand: Brand New. 2nd edition. 372 pages. 9.00x6.00x0.75 inches. In Stock. Artikel-Nr. x-9811306583
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