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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

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Markov Chains (Paperback, New Ed) Loot Price: R1,221
Discovery Miles 12 210
Repayment Terms: R114 pm x 12*
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Markov Chains (Paperback, New Ed)

J.R. Norris

Series: Cambridge Series in Statistical and Probabilistic Mathematics

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Loot Price R1,221 Discovery Miles 12 210 | Repayment Terms: R114 pm x 12*

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Cambridge Series in Statistical and Probabilistic Mathematics
Release date: July 1998
First published: 1997
Authors: J.R. Norris
Dimensions: 253 x 177 x 22mm (L x W x T)
Format: Paperback - Trade
Pages: 237
Edition: New Ed
ISBN-13: 978-0-521-63396-3
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-521-63396-6
Barcode: 9780521633963

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