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Understanding Markov chains : examples and applications

Author: Nicolas Privault
Publisher: Singapore : Springer, 2018.
Series: Springer undergraduate mathematics series
Edition/Format:   eBook : Document : English : Second editionView all editions and formats
Summary:
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 hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Printed edition:
Printed edition:
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Nicolas Privault
ISBN: 9789811306594 9811306591 9811306583 9789811306587 9789811306600 9811306605
OCLC Number: 1048003614
Description: 1 online resource (xvii, 372 pages) : illustrations
Contents: Probability Background --
Gambling Problems --
Random Walks --
Discrete-Time Markov Chains --
First Step Analysis --
Classification of States --
Long-Run Behavior of Markov Chains --
Branching Processes --
Continuous-Time Markov Chains --
Discrete-Time Martingales --
Spatial Poisson Processes --
Reliability Theory.
Series Title: Springer undergraduate mathematics series
Responsibility: Nicolas Privault.

Abstract:

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  Read more...

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