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Markov Chains - Analytic and Monte Carlo Computations

Language EnglishEnglish
Book Hardback
Book Markov Chains - Analytic and Monte Carlo Computations Carl Graham
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
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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.

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About the book

Full name Markov Chains - Analytic and Monte Carlo Computations
Author Carl Graham
Language English
Binding Book - Hardback
Date of issue 2014
Number of pages 260
EAN 9781118517079
ISBN 1118517075
Libristo code 02722522
Publishers John Wiley & Sons Inc
Weight 464
Dimensions 155 x 236 x 18

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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