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Markov Chains - Analytic and Monte Carlo Computations

Name: Markov Chains - Analytic and Monte Carlo Computations
Brand: John Wiley & Sons Inc
SKU: 02722522
Price: 38787 HUF
Availability: InStock
Author: Carl Graham
ISBN: 9781118517079

Carl Graham

Language

English

Book Hardback

Libristo code: 02722522

Publishers John Wiley & Sons Inc, May 2014

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov c... Full description

Libristo code: 02722522

260 b

38 787 Ft

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Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features:§Numerous exercises with solutions as well as extended case studies.§A detailed and rigorous presentation of Markov chains with discrete time and state space.§An appendix presenting probabilistic notions that are necessary to the reader, as well as giving more advanced measure-theoretic notions.