Markov Chains — Scriptorium Liberum

Markov Chains

✍ J. R. Norris 📂 Library 📅 1997 🏛 Cambridge University Press 🌐 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

📁 Markov Chains

✍ Daniel Revuz 📂 Library 📅 2005 🏛 Elsevier, Academic Press 🌐 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

📁 Markov Chains

✍ Daniel Revuz 📂 Library 📅 2005 🏛 North Holland 🌐 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

📁 Markov chains

✍ Revuz D. 📂 Library 📅 1984 🏛 North-Holland 🌐 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

📁 Markov Chains

✍ David Freedman (auth.) 📂 Library 📅 1983 🏛 Springer-Verlag New York 🌐 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

Markov Chains

📁 Markov Chains

✍ Norris J.R. 📂 Library 📅 1997 🏛 Cambridge University Press 🌐 English

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 co