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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...

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Detalles Bibliográficos
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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