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Understanding Markov Chains
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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
Opplag
Second Edition 2018
ISBN
9789811306587
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
15.8.2018
Antall sider
372