Markov Chains
In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.
1100492023
Markov Chains
In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.
59.0
In Stock
5
1
Markov Chains
254
Markov Chains
254Paperback(First Paperback Edition)
$59.00
59.0
In Stock
Product Details
| ISBN-13: | 9780521633963 |
|---|---|
| Publisher: | Cambridge University Press |
| Publication date: | 07/28/1998 |
| Series: | Cambridge Series in Statistical and Probabilistic Mathematics , #2 |
| Edition description: | First Paperback Edition |
| Pages: | 254 |
| Product dimensions: | 7.01(w) x 10.00(h) x 0.71(d) |
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