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Understanding Markov Chains: Examples and Applications - Springer Undergraduate Mathematics Series Second Edition 2018 edition
Nicolas Privault
Understanding Markov Chains: Examples and Applications - Springer Undergraduate Mathematics Series Second Edition 2018 edition
Nicolas Privault
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities.
372 pages, 44 Illustrations, black and white; XVII, 372 p. 44 illus.
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | August 15, 2018 |
ISBN13 | 9789811306587 |
Publishers | Springer Verlag, Singapore |
Pages | 372 |
Dimensions | 235 × 155 × 23 mm · 596 g |
Language | English |
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