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Understanding Markov Chains - Nicolas Privault - Bog

- Examples and Applications

Bag om Understanding Markov Chains

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811306587
  • Indbinding:
  • Paperback
  • Sideantal:
  • 372
  • Udgivet:
  • 15. august 2018
  • Udgave:
  • 22018
  • Størrelse:
  • 235x155x23 mm.
  • Vægt:
  • 596 g.
  • 8-11 hverdage.
  • 5. december 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Understanding Markov Chains

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.

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