東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Understanding Markov chains = exampl...

Privault, Nicolas.

FindBook

Google Book

Amazon

博客來

Understanding Markov chains = examples and applications /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Understanding Markov chains/ by Nicolas Privault.
其他題名:	examples and applications /
作者:	Privault, Nicolas.
出版者:	Singapore :Springer Singapore : : 2018.,
面頁冊數:	xvii, 372 p. :ill., digital ;24 cm.
內容註:	Probability Background -- Gambling Problems -- Random Walks -- Discrete-Time Markov Chains -- First Step Analysis -- Classification of States -- Long-Run Behavior of Markov Chains -- Branching Processes -- Continuous-Time Markov Chains -- Discrete-Time Martingales -- Spatial Poisson Processes -- Reliability Theory.
Contained By:	Springer eBooks
標題:	Markov processes. -
電子資源:	http://dx.doi.org/10.1007/978-981-13-0659-4
ISBN:	9789811306594

Understanding Markov chains = examples and applications /
Privault, Nicolas.

Understanding Markov chainsexamples and applications /[electronic resource] :by Nicolas Privault. - 2nd ed. - Singapore :Springer Singapore :2018. - xvii, 372 p. :ill., digital ;24 cm. - Springer undergraduate mathematics series,1615-2085. - Springer undergraduate mathematics series..

Probability Background -- Gambling Problems -- Random Walks -- Discrete-Time Markov Chains -- First Step Analysis -- Classification of States -- Long-Run Behavior of Markov Chains -- Branching Processes -- Continuous-Time Markov Chains -- Discrete-Time Martingales -- Spatial Poisson Processes -- Reliability Theory.

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. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.

ISBN: 9789811306594

Standard No.: 10.1007/978-981-13-0659-4doiSubjects--Topical Terms:

532104
Markov processes.

LC Class. No.: QA274.7 / .P758 2018

Dewey Class. No.: 519.233

Understanding Markov chains = examples and applications /
LDR:02235nmm a2200349 a 4500 001 2152502
003 DE-He213
005 20190129145445.0
006 m d
007 cr nn 008maaau
008 190403s2018 si s 0 eng d
020 $a 9789811306594 $q (electronic bk.)
020 $a 9789811306587 $q (paper)
024 7 $a 10.1007/978-981-13-0659-4 $2 doi
035 $a 978-981-13-0659-4
040 $a GP $c GP
041 0 $a eng
050 4 $a QA274.7 $b .P758 2018
072 7 $a PBT $2 bicssc
072 7 $a PBWL $2 bicssc
072 7 $a MAT029000 $2 bisacsh
082 0 4 $a 519.233 $2 23
090 $a QA274.7 $b .P961 2018
100 1 $a Privault, Nicolas. $3 934943
245 1 0 $a Understanding Markov chains $h [electronic resource] : $b examples and applications / $c by Nicolas Privault.
250 $a 2nd ed.
260 $a Singapore : $b Springer Singapore : $b Imprint: Springer, $c 2018.
300 $a xvii, 372 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer undergraduate mathematics series, $x 1615-2085
505 0 $a Probability Background -- Gambling Problems -- Random Walks -- Discrete-Time Markov Chains -- First Step Analysis -- Classification of States -- Long-Run Behavior of Markov Chains -- Branching Processes -- Continuous-Time Markov Chains -- Discrete-Time Martingales -- Spatial Poisson Processes -- Reliability Theory.
520 $a 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. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.
650 0 $a Markov processes. $3 532104
650 1 4 $a Mathematics. $3 515831
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
650 2 4 $a Statistical Theory and Methods. $3 891074
650 2 4 $a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. $3 1005896
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Springer undergraduate mathematics series. $3 1567980
856 4 0 $u http://dx.doi.org/10.1007/978-981-13-0659-4
950 $a Mathematics and Statistics (Springer-11649)