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Añadir al carritoPaperback or Softback. Condición: New. Understanding Markov Chains: Examples and Applications. Book.
Idioma: Inglés
Publicado por Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811306583 ISBN 13: 9789811306587
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Añadir al carritoPaperback. Condición: New. Second Edition 2018.
Idioma: Inglés
Publicado por Springer Verlag, Singapore, Singapore, 2018
ISBN 10: 9811306583 ISBN 13: 9789811306587
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Añadir al carritoPaperback. Condición: new. Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Idioma: Inglés
Publicado por Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811306583 ISBN 13: 9789811306587
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Añadir al carritoPaperback. Condición: New. Second Edition 2018.
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Añadir al carritoCondición: New. pp. 392.
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Añadir al carritoCondición: New. pp. 392 2nd Edition.
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Idioma: Inglés
Publicado por Springer Nature Singapore, 2018
ISBN 10: 9811306583 ISBN 13: 9789811306587
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Añadir al carritoCondición: New. Easily accessible to both mathematics and non-mathematics majors who are taking an introductory course on Stochastic ProcessesFilled with numerous exercises to test students understanding of key conceptsA gentle introduction to h.
Idioma: Inglés
Publicado por Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811306583 ISBN 13: 9789811306587
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Añadir al carritoPaperback. Condición: New. Second Edition 2018.
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 hittingtimes 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 martingalesand their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The conceptspresented are illustrated by examples, 138 exercises and 9 problemswith their solutions.
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Añadir al carritoTaschenbuch. Condición: Neu. Understanding Markov Chains | Examples and Applications | Nicolas Privault | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2018 | Springer | EAN 9789811306587 | Verantwortliche Person für die EU: Springer Nature Customer Service Center GmbH, Europaplatz 3, 69115 Heidelberg, productsafety[at]springernature[dot]com | Anbieter: preigu.
Idioma: Inglés
Publicado por Springer Verlag, Singapore, Singapore, 2018
ISBN 10: 9811306583 ISBN 13: 9789811306587
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Añadir al carritoPaperback. Condición: new. Paperback. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Idioma: Inglés
Publicado por Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811306583 ISBN 13: 9789811306587
Librería: Rarewaves.com UK, London, Reino Unido
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Añadir al carritoPaperback. Condición: New. Second Edition 2018.
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Añadir al carritoPaperback. Condición: Brand New. 2nd edition. 372 pages. 9.00x6.00x0.75 inches. In Stock. This item is printed on demand.
Idioma: Inglés
Publicado por Springer, Springer Aug 2018, 2018
ISBN 10: 9811306583 ISBN 13: 9789811306587
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 hittingtimes 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 martingalesand their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The conceptspresented are illustrated by examples, 138 exercises and 9 problemswith their solutions. 392 pp. Englisch.
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Añadir al carritoCondición: New. PRINT ON DEMAND pp. 392.