Markov Chains

Klappentext For students in pure and applied probability; lots of applications! fairly self-contained. Zusammenfassung A textbook for students with some background in probability that develops quickly a rigorous theory of Markov chains and shows how actually to apply it! e.g. to simulation! economics! optimal control! genetics! queues and many other topics! and exercises and examples drawn both from theory and practice. Inhaltsverzeichnis Introduction; 1. Discrete-time Markov chains; 2. Continuous-time Markov chains I; 3. Continuous-time Markov chains II; 4. Further theory; 5. Applications; Appendix; Probability and measure; Index.

Klappentext

For students in pure and applied probability; lots of applications, fairly self-contained.

Zusammenfassung
A textbook for students with some background in probability that develops quickly a rigorous theory of Markov chains and shows how actually to apply it, e.g. to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice.

Inhalt

Introduction; 1. Discrete-time Markov chains; 2. Continuous-time Markov chains I; 3. Continuous-time Markov chains II; 4. Further theory; 5. Applications; Appendix; Probability and measure; Index.