Norris, J. R.
Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)
- ISBN 13:
- 9780521633963
- author:
- Norris, J. R.
- format:
- Paperback
- publisher:
- Cambridge University Press
- language:
- English
- Publication Year:
- 1998
- Pages:
- 256
- Genre:
- Probability & statistics
- Condition:
- New
- Availability:
- Item usually sent within 5 working days
Description
Markov Chains by J. R. Norris is a comprehensive textbook that explores the fundamental concept of random processes through Markov chains. This in-depth study covers both discrete-time and continuous-time chains, providing a rigorous theory and practical applications. The book introduces advanced topics such as martingales and potentials within the context of Markov chains, making it an ideal resource for students and professionals alike. With its focus on both theoretical foundations and real-world examples, this textbook is suitable for courses or self-study in random processes, simulation, economics, optimal control, genetics, queues, and more. Suitable for advanced undergraduate or MSc students with a background in basic probability theory, Markov Chains offers a coherent and rigorous approach to understanding these complex concepts.