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Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 2) - Softcover
Synopsis
In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.
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Book Description
Markov chains are central to the understanding of random processes. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and develops quickly a coherent and rigorous theory whilst showing also how actually to apply it. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice.
Review
"...impressive ....I heartily recommend this book....this is the best book available summarizing the theory of Markov Chains....Norris achieves for Markov Chains what Kingman has so elegantly achieved for Poisson processes....Such creative tinkering will be a pleasure to many teachers." Bulletin of Mathematical Biology
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- PublisherCambridge University Press
- Publication date1998
- ISBN 10 0521633966
- ISBN 13 9780521633963
- BindingPaperback
- LanguageEnglish
- Number of pages254
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Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)
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Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 2)
Published by
Cambridge University Press, 1998
ISBN 10: 0521633966
ISBN 13: 9780521633963
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Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)
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ISBN 10: 0521633966
ISBN 13: 9780521633963
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Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 2)
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ISBN 10: 0521633966
ISBN 13: 9780521633963
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