Markov chains analytic and Monte Carlo computations
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 t...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
West Sussex, England :
John Wiley & Sons
2014.
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| Edición: | First edition |
| Colección: | Wiley series in probability and statistics.
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627863006719 |
| Sumario: | 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 present |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (260 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781118881873 9781118881866 9781118882696 |
