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Markov chains

By: Norris, J. R.
Series: Cambridge series on statistical and probabilistic mathematics no. 2. Publisher: New York Cambridge University Press 1998Description: xvi, 237 p.ISBN: 9780521633963.Subject(s): Markov processesDDC classification: 519.233 Summary: In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.
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Non-fiction 519.233 N6M2 (Browse shelf) Checked out 16/10/2019 180091

In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.

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