0
Your cart

Your cart is empty

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

Buy Now

Understanding Markov Chains - Examples and Applications (Paperback, 2nd ed. 2018) Loot Price: R1,015
Discovery Miles 10 150
Understanding Markov Chains - Examples and Applications (Paperback, 2nd ed. 2018): Nicolas Privault

Understanding Markov Chains - Examples and Applications (Paperback, 2nd ed. 2018)

Nicolas Privault

Series: Springer Undergraduate Mathematics Series

 (sign in to rate)
Loot Price R1,015 Discovery Miles 10 150 | Repayment Terms: R95 pm x 12*

Bookmark and Share

Expected to ship within 9 - 15 working days

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.

General

Imprint: Springer Verlag, Singapore
Country of origin: Singapore
Series: Springer Undergraduate Mathematics Series
Release date: August 2018
First published: 2018
Authors: Nicolas Privault
Dimensions: 235 x 155 x 23mm (L x W x T)
Format: Paperback
Pages: 372
Edition: 2nd ed. 2018
ISBN-13: 978-981-13-0658-7
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Promotions
LSN: 981-13-0658-3
Barcode: 9789811306587

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Stochastic Analysis of Mixed Fractional…
Yuliya Mishura, Mounir Zili Hardcover R2,852 R2,659 Discovery Miles 26 590
Best Books gegradeerde leesreeks: Vlak 1…
Best Books Paperback R90 R78 Discovery Miles 780
Stochastic Processes and Their…
Christo Ananth, N. Anbazhagan, … Hardcover R7,388 Discovery Miles 73 880
Deep Learning, Volume 48
Arni S.R. Srinivasa Rao, Venu Govindaraju, … Hardcover R6,411 Discovery Miles 64 110
Advancements in Bayesian Methods and…
Alastair G Young, Arni S.R. Srinivasa Rao, … Hardcover R6,442 Discovery Miles 64 420
Geometry and Statistics, Volume 46
Frank Nielsen, Arni S.R. Srinivasa Rao, … Hardcover R6,434 Discovery Miles 64 340
A First Course in Stochastic Calculus
Louis-Pierre Arguin Paperback R2,176 Discovery Miles 21 760
Data Science: Theory and Applications…
C.R. Rao, Arni S.R. Srinivasa Rao Hardcover R6,417 Discovery Miles 64 170
Hidden Link Prediction in Stochastic…
Babita Pandey, Aditya Khamparia Hardcover R5,349 Discovery Miles 53 490
Special Functions Of Fractional…
Trifce Sandev, Alexander Iomin Hardcover R2,623 Discovery Miles 26 230
Stochastic Partial Differential…
Ciprian A. Tudor Hardcover R2,095 Discovery Miles 20 950
Stochastic Models of Financial…
Vigirdas Mackevicius Hardcover R2,556 R2,388 Discovery Miles 23 880

See more

Partners