Privault, Nicolas
Understanding Markov Chains: Examples and Applications (Springer Undergraduate Mathematics Series)
- ISBN 13:
- 9789811306587
- author:
- Privault, Nicolas
- format:
- Paperback / softback
- publisher:
- Springer Verlag, Singapore
- language:
- English
- Publication Year:
- 2018
- Pages:
- 372
- Dimensions:
- 23.5 x 15.5 centimetres (0.59 kg
- Genre:
- Science, Mathematics, Statistics
- Condition:
- New
- Availability:
- Item usually sent within 20 working days
Description
Understanding Markov Chains: Examples and Applications by Nicolas Privault This undergraduate-level textbook introduces discrete and continuous-time Markov chains and their applications, focusing on the first-step analysis technique. It covers key topics such as recurrence and transience, stationary and limiting distributions, and branching processes. The book begins with in-depth examinations of two important examples: gambling processes and random walks. These are followed by an exploration of general theory, including discrete-time martingales and spatial Poisson processes. The concepts are supported by 138 exercises and 9 problems with their solutions, making this a valuable resource for those looking to understand Markov chains. With its clear explanations and practical applications, this book is ideal for students and professionals seeking a comprehensive introduction to Markov chains and their applications in mathematics and probability.
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