Markov Processes
Seiten
2015
Crc Press Inc (Verlag)
978-1-4822-4073-3 (ISBN)
Crc Press Inc (Verlag)
978-1-4822-4073-3 (ISBN)
- Titel erscheint in neuer Auflage
- Artikel merken
Zu diesem Artikel existiert eine Nachauflage
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.
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.
James R. Kirkwood
A Review of Probability. Discrete-Time, Finite-State Markov Chains. Discrete-Time, Infinite-State Markov Chains. Exponential Distribution and Poisson Process. Continuous-Time Markov Chains.
| Reihe/Serie | Advances in Applied Mathematics |
|---|---|
| Zusatzinfo | 1 Tables, black and white; 23 Illustrations, black and white |
| Verlagsort | Bosa Roca |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Gewicht | 560 g |
| Themenwelt | Mathematik / Informatik ► Mathematik |
| ISBN-10 | 1-4822-4073-4 / 1482240734 |
| ISBN-13 | 978-1-4822-4073-3 / 9781482240733 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Von Logik und Mengenlehre bis Zahlen, Algebra, Graphen und …
Buch | Softcover (2024)
De Gruyter Oldenbourg (Verlag)
CHF 104,90
Versteckte Beiträge, die die Welt verändert haben
Buch | Hardcover (2023)
Springer (Verlag)
CHF 46,15
