
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.
- Undertitel
- Examples and Applications
- Författare
- Nicolas Privault
- Upplaga
- Second Edition 2018
- ISBN
- 9789811306587
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2018-08-15
- Sidor
- 372