| 书目名称 | Understanding Markov Chains |
| 副标题 | Examples and Applica |
| 编辑 | Nicolas Privault |
| 视频video | |
| 概述 | Easily accessible to both mathematics and non-mathematics majors who are taking an introductory course on Stochastic Processes.Filled with numerous exercises to test students‘ understanding of key con |
| 丛书名称 | Springer Undergraduate Mathematics Series |
| 图书封面 |  |
| 描述 | .This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes, are also covered. Two major examples (gambling processes and random walks) are treated in detail from the beginning, before the general theory itself is presented in the subsequent chapters. .An introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times is also provided, and the book includes a chapter on spatial Poisson processes with some recent results on moment identities and deviation inequalities for Poisson stochastic integrals. The concepts presented are illustrated by examples and by 72 exercises and their complete solutions.. |
| 出版日期 | Textbook 20131st edition |
| 关键词 | Applications of Stochastic Processes; Discrete and continuous-time Markov Chains; First-step analysis |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-981-4451-51-2 |
| isbn_ebook | 978-981-4451-51-2Series ISSN 1615-2085 Series E-ISSN 2197-4144 |
| issn_series | 1615-2085 |
| copyright | Springer Nature Singapore Pte Ltd. 2013 |
发表于 2025-3-21 16:12:25
