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 |
---|---|
Autor principal: | Privault, Nicolas (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore :
Springer Nature Singapore : Imprint: Springer,
2013.
|
Edición: | 1st ed. 2013. |
Colección: | Springer Undergraduate Mathematics Series,
|
Temas: | |
Acceso en línea: | Texto Completo |
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