Understanding markov chains: examples and applications
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Singapore [u.a.]
Springer
2013
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| Series: | Springer undergraduate mathematics series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Abstract |
| Physical Description: | IX, 354 S. graph. Darst. |
| ISBN: | 9789814451505 9789814451512 |
Staff View
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Record in the Search Index
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| adam_text | UNDERSTANDING MARKOV CHAINS
/ PRIVAULT, NICOLAS
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
INTRODUCTION
1) PROBABILITY BACKGROUND
2) GAMBLING PROBLEMS
3) RANDOM WALKS
4) DISCRETE-TIME MARKOV CHAINS
5) FIRST STEP ANALYSIS
6) CLASSICATION OF STATES
7) LONG-RUN BEHAVIOR OF MARKOV CHAINS
8) BRANCHING PROCESSES
9) CONTINUOUS-TIME MARKOV CHAINS
10) DISCRETE-TIME MARTINGALES
11) SPATIAL POISSON PROCESSES
12) RELIABILITY THEORY
SOME USEFUL IDENTITIES
SOLUTIONS TO THE EXERCISES
REFERENCES
INDEX
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
UNDERSTANDING MARKOV CHAINS
/ PRIVAULT, NICOLAS
: 2013
ABSTRACT / INHALTSTEXT
THIS BOOK PROVIDES AN UNDERGRADUATE INTRODUCTION TO DISCRETE
ANDCONTINUOUS-TIME MARKOV CHAINS AND THEIR APPLICATIONS. A LARGE FOCUS
IS PLACED ON THE FIRST STEP ANALYSISTECHNIQUE AND ITS APPLICATIONS TO
AVERAGE HITTING TIMES AND RUIN PROBABILITIES. CLASSICAL TOPICS SUCH AS
RECURRENCE AND TRANSIENCE, STATIONARY AND LIMITING DISTRIBUTIONS, AS
WELL AS BRANCHING PROCESSES, ARE ALSO COVERED. TWO MAJOR EXAMPLES
(GAMBLING PROCESSES AND RANDOM WALKS) ARE TREATED IN DETAIL FROM THE
BEGINNING, BEFORE THE GENERAL THEORY ITSELF IS PRESENTED IN THE
SUBSEQUENT CHAPTERS. AN INTRODUCTION TO DISCRETE-TIME MARTINGALES AND
THEIR RELATION TO RUIN PROBABILITIES AND MEAN EXIT TIMES IS ALSO
PROVIDED, AND THE BOOK INCLUDES A CHAPTER ON SPATIAL POISSON PROCESSES
WITH SOME RECENT RESULTS ON MOMENT IDENTITIES AND DEVIATION INEQUALITIES
FOR POISSON STOCHASTIC INTEGRALS. THE CONCEPTS PRESENTED ARE ILLUSTRATED
BY EXAMPLES AND BY 72 EXERCISES AND THEIR COMPLETE SOLUTIONS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| bvnumber | BV040978491 |
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| ctrlnum | (OCoLC)859368679 (DE-599)BVBBV040978491 |
| discipline | Mathematik |
| format | Book |
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| indexdate | 2024-07-10T00:36:40Z |
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| isbn | 9789814451505 9789814451512 |
| language | English |
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| physical | IX, 354 S. graph. Darst. |
| publishDate | 2013 |
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| spelling | Privault, Nicolas Verfasser (DE-588)1032387327 aut Understanding markov chains examples and applications Nicolas Privault Singapore [u.a.] Springer 2013 IX, 354 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer undergraduate mathematics series Markov-Kette (DE-588)4037612-6 gnd rswk-swf Markov-Kette (DE-588)4037612-6 s DE-604 Erscheint auch als Online-Ausgabe 10.1007/978-981-4451-51-2 Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025956537&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025956537&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Privault, Nicolas Understanding markov chains examples and applications Markov-Kette (DE-588)4037612-6 gnd |
| subject_GND | (DE-588)4037612-6 |
| title | Understanding markov chains examples and applications |
| title_auth | Understanding markov chains examples and applications |
| title_exact_search | Understanding markov chains examples and applications |
| title_full | Understanding markov chains examples and applications Nicolas Privault |
| title_fullStr | Understanding markov chains examples and applications Nicolas Privault |
| title_full_unstemmed | Understanding markov chains examples and applications Nicolas Privault |
| title_short | Understanding markov chains |
| title_sort | understanding markov chains examples and applications |
| title_sub | examples and applications |
| topic | Markov-Kette (DE-588)4037612-6 gnd |
| topic_facet | Markov-Kette |
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