Understanding Markov Chains Examples and Applications /
This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience...
Clasificación: | Libro Electrónico |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
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Singapore :
Springer Nature Singapore : Imprint: Springer,
2013.
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Edición: | 1st ed. 2013. |
Colección: | Springer Undergraduate Mathematics Series,
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Acceso en línea: | Texto Completo |