Introduction to Hidden Semi-Markov Models: 445 (London Mathematical Society Lecture Note Series, Series Number 445) - Softcover
Book 6 of 387: London Mathematical Society Lecture Notes
Synopsis
Develops the theory of Markov and semi-Markov processes in an elementary setting suitable for senior undergraduate and graduate students.
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About the Authors
John van der Hoek is an Associate Professor at the University of South Australia. He has authored papers in partial differential equations, free boundary value problems, numerical analysis, stochastic analysis, actuarial science and mathematical finance. With Robert Elliott he co-authored Binomial Methods in Finance.
Robert J. Elliott is a Research Professor at the University of South Australia. Previously he held positions at universities around the world, including Yale, Oxford, Alberta, Calgary and Adelaide. He has authored nine books, including Mathematics of Financial Markets (2004, with P. E. Kopp) and Stochastic Calculus and Application (1982).
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Introduction to Hidden Semi-Markov Models: 445 (London Mathematical Society Lecture Note Series, Series Number 445)
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Cambridge University Press 01/g /02 A, 2018
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Introduction to Hidden Semi-Markov Models: 445 (London Mathematical Society Lecture Note Series, Series Number 445)
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Cambridge University Press 01/g /02 A, 2018
ISBN 10: 110844198X
ISBN 13: 9781108441988
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Introduction to Hidden Semi-Markov Models (London Mathematical Society Lecture Note Series, Series Number 445)
Published by
Cambridge University Press, 2018
ISBN 10: 110844198X
ISBN 13: 9781108441988
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Introduction to Hidden Semi-Markov Models: 445 (London Mathematical Society Lecture Note Series, Series Number 445)
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ISBN 10: 110844198X
ISBN 13: 9781108441988
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Paperback. Condition: Fine. Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications. Seller Inventory # GOR012046402
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Introduction to Hidden Semi-Markov Models (London Mathematical Society Lecture Note Series 445)
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Introduction to Hidden Semi-Markov Models
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INTRODUCTION TO HIDDEN SEMI-MARKOV MODELS
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Introduction to Hidden Semi-Markov Models (London Mathematical Society Lecture Note Series, Series Number 445)
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ISBN 10: 110844198X
ISBN 13: 9781108441988
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Introduction to Hidden Semi-Markov Models
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Cambridge University Press, 2018
ISBN 10: 110844198X
ISBN 13: 9781108441988
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