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Markov Chains~tqw~ Darksiderg

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Markov Chains
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General Information
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Type.................: Ebook
Part Size............: 12,460,676 bytes
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Posted by............: ~tqw~

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Release Notes
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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.

Table Of Contents

Preface
Introduction
1 Discrete-time Markov chains 1
2 Continuous-time Markov chains I 60
3 Continuous-time Markov chains II 108
3 Continuous-time Markov chains II 108
4 Further theory 128
5 Applications 170
6 Appendix: probability and measure 217

Product Details

* ISBN: 0521633966
* ISBN-13: 9780521633963
* Format: Textbook Paperback, 256pp
* Publisher: Cambridge University Press
* Pub. Date: July 1998
* Edition Description: 1 PBK ED
* Edition Number: 1

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