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:
Probabilities.
Statistics .
Probability Theory.
Statistical Theory and Methods.
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Introduction
  • 1) Probability Background
  • 2) Gambling Problems
  • 3) Random Walks
  • 4) Discrete-Time Markov Chains
  • 5) First Step Analysis
  • 6) Classication of States
  • 7) Long-Run Behavior of Markov Chains
  • 8) Branching Processes
  • 9) Continuous-Time Markov Chains
  • 10) Discrete-Time Martingales
  • 11) Spatial Poisson Processes
  • 12) Reliability Theory
  • Some Useful Identities
  • Solutions to the Exercises
  • References
  • Index.

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