Markov Chains Analytic and Monte Carlo Computations

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Synopsis

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies. A detailed and rigorous presentation of Markov chains with discrete time and state space. An appendix presenting probabilistic notions that are necessary to the reader, as well as giving more advanced measure-theoretic notions.

Book details

Series:
Wiley Series in Probability and Statistics
Author:
Carl Graham
ISBN:
9781118881873
Related ISBNs:
9781118881866, 9781118517079
Publisher:
Wiley
Pages:
264
Reading age:
Not specified
Includes images:
No
Date of addition:
2019-12-23
Usage restrictions:
Copyright
Copyright date:
2014
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Mathematics and Statistics, Nonfiction