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Understanding Markov chainsexamples ...

Privault, Nicolas.

Understanding Markov chainsexamples and applications /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Understanding Markov chainsby Nicolas Privault.
Reminder of title:	examples and applications /
Author:	Privault, Nicolas.
Published:	Singapore :Springer Singapore :2018.
Description:	xvii, 372 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Markov processes.
Online resource:	http://dx.doi.org/10.1007/978-981-13-0659-4
ISBN:	9789811306594$q(electronic bk.)

Understanding Markov chainsexamples and applications /
Privault, Nicolas.

Understanding Markov chainsexamples and applications /[electronic resource] :by Nicolas Privault. - 2nd ed. - Singapore :Springer Singapore :2018. - xvii, 372 p. :ill., digital ;24 cm. - Springer undergraduate mathematics series,1615-2085. - Springer undergraduate mathematics series..

Probability Background -- Gambling Problems -- Random Walks -- Discrete-Time Markov Chains -- First Step Analysis -- Classification of States -- Long-Run Behavior of Markov Chains -- Branching Processes -- Continuous-Time Markov Chains -- Discrete-Time Martingales -- Spatial Poisson Processes -- Reliability Theory.

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. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.

ISBN: 9789811306594$q(electronic bk.)

Standard No.: 10.1007/978-981-13-0659-4doiSubjects--Topical Terms:

181910
Markov processes.

LC Class. No.: QA274.7 / .P758 2018

Dewey Class. No.: 519.233

Understanding Markov chainsexamples and applications /
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100 1 $a Privault, Nicolas. $3 328908
245 1 0 $a Understanding Markov chains $h [electronic resource] : $b examples and applications / $c by Nicolas Privault.
250 $a 2nd ed.
260 $a Singapore : $b Springer Singapore : $b Imprint: Springer, $c 2018.
300 $a xvii, 372 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer undergraduate mathematics series, $x 1615-2085
505 0 $a Probability Background -- Gambling Problems -- Random Walks -- Discrete-Time Markov Chains -- First Step Analysis -- Classification of States -- Long-Run Behavior of Markov Chains -- Branching Processes -- Continuous-Time Markov Chains -- Discrete-Time Martingales -- Spatial Poisson Processes -- Reliability Theory.
520 $a 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. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.
650 0 $a Markov processes. $3 181910
650 1 4 $a Mathematics. $3 184409
650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Statistical Theory and Methods. $3 274054
650 2 4 $a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. $3 348605
710 2 $a SpringerLink (Online service) $3 273601
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830 0 $a Springer undergraduate mathematics series. $3 544774
856 4 0 $u http://dx.doi.org/10.1007/978-981-13-0659-4
950 $a Mathematics and Statistics (Springer-11649)