Markov Chains

Analytic and Monte Carlo Computations

Carl Graham

$176.95

Hardback

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English

John Wiley & Sons Inc
09 May 2014

Probability & statistics; Stochastics

Series: Wiley Series in Probability and Statistics

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.

By: Carl Graham
Imprint: John Wiley & Sons Inc
Country of Publication: United States
Dimensions: Height: 236mm, Width: 160mm, Spine: 18mm
Weight: 463g
ISBN: 9781118517079
ISBN 10: 1118517075
Series: Wiley Series in Probability and Statistics
Pages: 264
Publication Date: 09 May 2014
Audience: Professional and scholarly , Undergraduate
Format: Hardback
Publisher's Status: Active

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