Markov Chains: Analytic and Monte Carlo Computations
Carl GrahamMarkov 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.
Կատեգորիաներ:
Տարի:
2014
Հրատարակում:
1
Հրատարակչություն:
Wiley
Լեզու:
english
Էջեր:
258
ISBN 10:
1118517075
ISBN 13:
9781118517079
Սերիաներ:
Wiley Series in Probability and Statistics
Ֆայլ:
PDF, 4.56 MB
IPFS:
,
english, 2014