Understanding Markov Chains Examples by Privault Nicolas (21 results)

Language: English
Published by Springer, 2018
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Language: English
Published by Springer 8/31/2018, 2018
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Language: English
Published by Springer 2018-08-15, 2018
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Language: English
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Language: English
Published by Springer, 2018
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Language: English
Published by Springer, Springer, 2018
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hittingtimes and ruin probabil…ities. It also discusses classical topics such as recurrence and transience,stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingalesand their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The conceptspresented are illustrated by examples, 138 exercises and 9 problemswith their solutions.
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Published by Springer, 2018
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Taschenbuch. Condition: Neu. Understanding Markov Chains | Examples and Applications | Nicolas Privault | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2018 | Springer | EAN 9789811306587 | Verantwortliche Person für die EU: Springer Nature Customer Service Center GmbH, Europaplatz 3, 69115 Heidelberg, productsafety[at]s…pringernature[dot]com | Anbieter: preigu.

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Taschenbuch. Condition: Neu. Understanding Markov Chains | Examples and Applications | Nicolas Privault | Taschenbuch | Springer Undergraduate Mathematics Series | xix | Englisch | 2026 | Springer | EAN 9789819540563 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartm…ann[at]springer[dot]com | Anbieter: preigu.

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Taschenbuch. Condition: Neu. Neuware - This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to the computation of average hitting times and ruin probabilities. It also discusse…s classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It starts by examining in detail two important examples (gambling processes and random walks) before presenting the general theory in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 150 exercises and 22 problems with their solutions.This book is a revised and expanded version of the previous edition, and includes additional exercises and problems with complete solutions. As in the previous book, all exercises and problems are solved in detail, with many graphs and explanatory figures.

Language: English
Published by Springer Verlag, 2018
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