INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9789814451512
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
EN-52293
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Understanding Markov Chain
General Material Designation
[Book]
Other Title Information
:Examples and Applications
First Statement of Responsibility
/ by Nicolas Privault
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Singapore
Name of Publisher, Distributor, etc.
: Springer Singapore :Imprint: Springer,
Date of Publication, Distribution, etc.
, 2013.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
IX, 354 p. 71 illus., online resource.
SERIES
Series Title
(Springer Undergraduate Mathematics Series,1615-2085)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic
CONTENTS NOTE
Text of Note
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.
Text of Note
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.?╗╣
SERIES
Title
Springer Undergraduate Mathematics Series,1615-2085
TOPICAL NAME USED AS SUBJECT
Mathematics
Distribution (Probability theory)
Mathematical statistics
Electronic books
LIBRARY OF CONGRESS CLASSIFICATION
Class number
E-BOOK
PERSONAL NAME - PRIMARY RESPONSIBILITY
Privault, Nicolas.
PERSONAL NAME - SECONDARY RESPONSIBILITY
SpringerLink (Online service)
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
9789814451505.pdf
Access number
عادی
Compression information
عادی
Date and Hour of Consultation and Access
9789814451505.pdf
Electronic Format Type
متن
old catalog
e
BL
1
a
Y
