Markov Chains
โ J.R.Norris
๐ Library
๐ Cambridge University Press
๐ English
โฆ LIBER โฆ
๐
Markov Chains
โ Scribed by Norris J.R.
- Publisher
- Cambridge University Press
- Year
- 1997
- Tongue
- English
- Leaves
- 256
- Series
- Cambridge Series in Statistical and Probabilistic Mathematics
- Edition
- 1st pbk. ed
- Category
- Library
โฌ Acquire This Volume
No coin nor oath required. For personal study only.
โฆ Synopsis
In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory
๐ SIMILAR VOLUMES
Markov Chains
โ J. R. Norris
๐ Library
๐
1997
๐ Cambridge University Press
๐ English
This is a unique book that bridges the gap between undergraduate and graduate treatment but only in the first three chapters. It does require a number of preparatory courses, from multivariate calculus, linear algebra, differential equations to solid understanding of at least undergraduate level of
Markov Chains
โ Daniel Revuz
๐ Library
๐
2005
๐ Elsevier, Academic Press
๐ English
This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students.
Markov Chains
โ Daniel Revuz
๐ Library
๐
2005
๐ North Holland
๐ English
This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students.
Markov chains
โ Revuz D.
๐ Library
๐
1984
๐ North-Holland
๐ English
This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students.
Markov Chains
โ David Freedman (auth.)
๐ Library
๐
1983
๐ Springer-Verlag New York
๐ English
<p>A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. I soon had two hundred pages of manuscript and my publisher was enthusiastic. Some years and several drafts later, I had a thousand pages of manuscript, and my publisher was less enthusiastic. So we made