Understanding Markov Chains
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This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities.
| Autor: | Privault, Nicolas |
| Nakladatel: | Springer Verlag, Singapore |
| ISBN: | 9789811306587 |
| Rok vydání: | 2018 |
| Jazyk : | Angličtina |
| Vazba: | Paperback / softback |
| Počet stran: | 372 |
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