Understanding markov chains: examples and applications
Auteur :
Privault, Nicolas
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811306587
Date de publication :
15 août 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities.