9789814451512
IR
EN-52293
انگلیسی
IR
Understanding Markov Chain
[Book]
:Examples and Applications
/ by Nicolas Privault
Singapore
: Springer Singapore :Imprint: Springer,
, 2013.
IX, 354 p. 71 illus., online resource.
(Springer Undergraduate Mathematics Series,1615-2085)
Electronic
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 processes and random walks) are treated in detail from the beginning, before the general theory itself is presented in the subsequent chapters. An introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times is also provided, and the book includes a chapter on spatial Poisson processes 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.
Introduction -- 1) Probability Background -- 2) Gambling Problems -- 3) Random Walks -- 4) Discrete-Time Markov Chains -- 5) First Step Analysis -- 6) Classication of States -- 7) Long-Run Behavior of Markov Chains -- 8) Branching Processes -- 9) Continuous-Time Markov Chains -- 10) Discrete-Time Martingales -- 11) Spatial Poisson Processes -- 12) Reliability Theory -- Some Useful Identities -- Solutions to the Exercises -- References -- Index.?╗╣
Springer Undergraduate Mathematics Series,1615-2085
Mathematics
Distribution (Probability theory)
Mathematical statistics
Electronic books
E-BOOK
Privault, Nicolas.
SpringerLink (Online service)
ایران
9789814451505.pdf
عادی
عادی
9789814451505.pdf
متن
old catalog
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