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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.

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