Markov Chains: Analytic and Monte Carlo Computations

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 th...

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Bibliographic Details
Main Author: Graham, Carl (Author)
Format: Electronic eBook
Language:English
Published: Somerset Wiley 2014
Edition:1st ed
Series:Wiley Series in Probability and Statistics
Subjects:
Summary: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
Item Description:Description based on publisher supplied metadata and other sources
Physical Description:1 online resource (292 pages)
ISBN:9781118882696
9781118517079