书目名称 | Introduction to Markov Chains |
副标题 | With Special Emphasi |
编辑 | Ehrhard Behrends |
视频video | |
概述 | Aktuelles aus der Theorie der Markovketten |
丛书名称 | Advanced Lectures in Mathematics |
图书封面 |  |
描述 | The aims of this book are threefold:.We start with a naive description of a Markov chain as a memoryless random walk on a finite set. This is complemented by a rigorous definition in the framework of probability theory, and then we develop the most important results from the theory of homogeneous Markov chains on finite state spaces..Chains are called rapidly mixing if all of the associated walks, regardles of where they started, behave similarly already after comparitively few steps: it is impossible from observing the chain to get information on the starting position or the number of steps done so far. We will thoroughly study methods which have been proposed in the last decades to investigate this phenomenon..A number of examples will be studied to indicate how the methods treated in this book can be applied.. |
出版日期 | Textbook 2000 |
关键词 | Counting; Finite; Markowsche Kette; Mathematische Statistik; Wahrscheinlichkeitstheorie; calculus |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-322-90157-6 |
isbn_softcover | 978-3-528-06986-5 |
isbn_ebook | 978-3-322-90157-6Series ISSN 0932-7134 Series E-ISSN 2512-7039 |
issn_series | 0932-7134 |
copyright | Springer Fachmedien Wiesbaden 2000 |