Introduction to Markov chains

✍ Donald Andrew Dawson 📂 Library 📅 1970 🏛 Canadian Mathematical Congress 🌐 English

In the past 15 years the potential theory of Markov chains with countable state space has been energetically developed by numerous authors. In particular the boundary theory of Markov chains first investigated by J.L. Doob, W. Feller and G.A. Hunt receives much current attention. These lectures aim

Introduction to the Numerical Solution o

📁 Introduction to the Numerical Solution of Markov Chains

✍ William J. Stewart, James Stewart 📂 Library 📅 1994 🏛 Princeton University Press 🌐 English

A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse--and applications are increasingly being found in such areas as engineering, computer science, economics, and education. To apply the techniques to real problems, howe

Introduction to the Numerical Solution o

📁 Introduction to the Numerical Solution of Markov Chains

✍ William J. Stewart 📂 Library 📅 2021 🏛 Princeton University Press 🌐 English

A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse--and applications are increasingly being found in such areas as engineering, computer science, economics, and education. To apply the techniques to real problems, howe

Introduction to Markov Chains: With Spec

📁 Introduction to Markov Chains: With Special Emphasis on Rapid Mixing

✍ Prof. Dr. Ehrhard Behrends (auth.) 📂 Library 📅 2000 🏛 Vieweg+Teubner Verlag 🌐 English

The aims of this book are threefold: -- We start with a naive description of a Markov chain as a memoryless random walk on a finite set. This is complemented by a rigorous definition in the framework of probability theory, and then we develop the most important results from

MCMC from Scratch: A Practical Introduct

📁 MCMC from Scratch: A Practical Introduction to Markov Chain Monte Carlo

✍ Masanori Hanada, So Matsuura 📂 Library 📅 2022 🏛 Springer 🌐 English

This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced knowledge of mathematics and programming. MCMC is a powerful technique that can be used to integrate complicated functions or to handle complicated probability distributions. MCMC is freq

MCMC from Scratch: A Practical Introduct

📁 MCMC from Scratch: A Practical Introduction to Markov Chain Monte Carlo

✍ Masanori Hanada, So Matsuura 📂 Library 📅 2022 🏛 Springer 🌐 English

This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced knowledge of mathematics and programming. MCMC is a powerful technique that can be used to integrate complicated functions or to handle complicated probability distributions. MCMC is frequen