ENGLISH

Markov Chains: Analytic and Monte Carlo Computations

By Carl Graham

Book information

Publisher
Wiley
Year
2014
ISBN
1118517075, 9781118517079
Language
english
Format
PDF
Filesize
5 MB (4785506 bytes)
Series
Wiley Series in Probability and Statistics
Edition
1
Pages
258\260
Scanned
yes
Time added
2014-05-31 23:10:41
Математика;Теория вероятностей и математическая ст

Description

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features:Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are necessary to the reader, as well as giving more advanced measure-theoretic notions.

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