excursion into Markov chains

Häftad, Engelska, 2017

619 kr

Kommande

This textbook will present, in a rigorous way, the basic theory of the discrete-time and the continuous-time Markov chains, along with many examples and solved problems. This textbook is intended for a basic course on stochastic processes at an advanced undergraduate level and the background needed will be a first course in probability theory.

Produktinformation

Utgivningsdatum2017-12-08
Mått155 x 235 x undefined mm
FormatHäftad
SpråkEngelska
SerieUNITEXT
Antal sidor250
FörlagSpringer International Publishing AG
ISBN9783319128313

Tillhör följande kategorier

1. Introduction.- 2. Discrete-time Markov chains.- 2.1. Motivation: the random walk.- 2.2. Definitions. Basic properties. Transition matrix.- 2.3. Stopping time. Strong Markov property.- 2.4. Recurrent and transient states. Equivalence classes.- 2.5. Asymptotic behaviour. Invariant distribution.- 2.6. Ergodic theorem.- 2.7. Mores aspects of the random walk.- 3. Continuous-time Markov chains.- 3.1. Motivation: the Poisson process.- 3.2. Basic properties. Transition matrix. Recurrent and transient states.- 3.3. Invariant distribution.- 3.4. Ergodic theorem.- 3.5. More aspects of the Poisson process.- 4. Applications.- 4.1. Sport modelling.- 4.2. Information retrieval.- 4.3. Weather forecast.