Name: Understanding Markov Chains (en Inglés)
SKU: 63707161
Price: 46.59 USD
Availability: InStock
Author: Nicolas Privault

portada Understanding Markov Chains (en Inglés)

Formato

Libro Físico

Editorial

Springer Nature B.V.

Autor

Nicolas Privault

Año

2013

Idioma

Inglés

N° páginas

366

Encuadernación

Tapa Blanda

Dimensiones

23.5x15.3 cm

ISBN13

9789814451529

Understanding Markov Chains (en Inglés)

Nicolas Privault (Autor) · Springer Nature B.V. · Tapa Blanda

Libro Nuevo Importado

Envío: 17 a 23 días háb.

$ 103.53$ 46.59

-55%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan 50 unidades

$ 46.59

Llega entre el 21 Sep y el 01 Oct a Quito, Pichincha. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "Understanding Markov Chains (en Inglés)"

This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique 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.