
Understanding Markov Chains
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.
- Undertittel
- Examples and Applications
- Forfatter
- Nicolas Privault
- Opplag
- Second Edition 2018
- ISBN
- 9789811306587
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 15.8.2018
- Antall sider
- 372
