Understanding Markov Chains
Nicolas Privault
Springer Verlag, Singapore, 2018
59,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9789811306587
- ISBN-10
- 9811306583
- Publisher
- Springer Verlag, Singapore
- Year
- 2018
- Publication date
- 2018-08-15
- Pages
- 372
- Dimensions
- 155x235x23
- Weight
- 584