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Martingales and Markov Chains

Language EnglishEnglish
Book Paperback
Book Martingales and Markov Chains Baldi
Libristo code: 06704815
Publishers Taylor & Francis Inc, April 2002
A thorough grounding in Markov chains and martingales is essential to dealing with the complex situa... Full description
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A thorough grounding in Markov chains and martingales is essential to dealing with the complex situations encountered in the study of discrete time stochastic processes. This book presents more than 100 exercises and problems related to martingales and Markov chains, each with a detailed solution.

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About the book

Full name Martingales and Markov Chains
Author Baldi, Paolo (Universita Di Roma, Italy), Mazliak, Laurent (Universite Paris VI, Paris, France), Priouret, Pierre (Universite Paris VI, Paris, France)
Language English
Binding Book - Paperback
Date of issue 2002
Number of pages 200
EAN 9781584883296
ISBN 9781584883296
Libristo code 06704815
Publishers Taylor & Francis Inc
Weight 370
Dimensions 165 x 233 x 12

Categories

Mathematics & Science > Mathematics > Probability & statistics
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