Markov Chains (eBook)

Analytic and Monte Carlo Computations

Carl Graham (Autor)

eBook Download: PDF

2014 | 1. Auflage
264 Seiten
John Wiley & Sons (Verlag)
978-1-118-88187-3 (ISBN)

Infos

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features:

* Numerous exercises with solutions as well as extended case studies.

* A detailed and rigorous presentation of Markov chains with discrete time and state space.

* An appendix presenting probabilistic notions that are necessary to the reader, as well as giving more advanced measure-theoretic notions.

Autor

Carl Graham CNRS (France's National Center for Scientific Research) and Ecole Polytechnique, Palaiseau, France.

Produkt-Details

• Erscheint lt. Verlag: 2.4.2014
• Reihe/Serie: Wiley Series in Probability and Statistics
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Schlagworte: Angewandte Mathematik • Applied mathematics • Computational & Graphical Statistics • Engineering statistics • Markowsche Kette • Mathematics • Mathematik • Rechnergestützte u. graphische Statistik • Rechnergestützte u. graphische Statistik • Statistics • Statistik • Statistik in den Ingenieurwissenschaften
• ISBN-10: 1-118-88187-7 / 1118881877
• ISBN-13: 978-1-118-88187-3 / 9781118881873