Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics). J. R. Norris

Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)



Download Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)



Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics) J. R. Norris ebook djvu
Publisher: Cambridge University Press
Language: English
Page: 253
ISBN: 0521481813, 9780521481816

In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.



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