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Markov Processes (Hardcover)
Loot Price: R2,412
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Markov Processes (Hardcover)
Series: Advances in Applied Mathematics
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Clear, rigorous, and intuitive, Markov Processes provides a bridge
from an undergraduate probability course to a course in stochastic
processes and also as a reference for those that want to see
detailed proofs of the theorems of Markov processes. It contains
copious computational examples that motivate and illustrate the
theorems. The text is designed to be understandable to students who
have taken an undergraduate probability course without needing an
instructor to fill in any gaps. The book begins with a review of
basic probability, then covers the case of finite state, discrete
time Markov processes. Building on this, the text deals with the
discrete time, infinite state case and provides background for
continuous Markov processes with exponential random variables and
Poisson processes. It presents continuous Markov processes which
include the basic material of Kolmogorov's equations, infinitesimal
generators, and explosions. The book concludes with coverage of
both discrete and continuous reversible Markov chains. While Markov
processes are touched on in probability courses, this book offers
the opportunity to concentrate on the topic when additional study
is required. It discusses how Markov processes are applied in a
number of fields, including economics, physics, and mathematical
biology. The book fills the gap between a calculus based
probability course, normally taken as an upper level undergraduate
course, and a course in stochastic processes, which is typically a
graduate course.
General
Imprint: |
Apple Academic Press Inc.
|
Country of origin: |
Canada |
Series: |
Advances in Applied Mathematics |
Release date: |
February 2015 |
First published: |
2015 |
Authors: |
James R. Kirkwood
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Dimensions: |
234 x 156 x 22mm (L x W x T) |
Format: |
Hardcover
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Pages: |
340 |
ISBN-13: |
978-1-4822-4073-3 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
1-4822-4073-4 |
Barcode: |
9781482240733 |
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