Introduction to Hidden Semi-Markov Models (London Mathematical Society Lecture Note Series 445)

van der Hoek, John; Elliott, Robert J.

ISBN 10: 110844198X / ISBN 13: 9781108441988

Published by Cambridge University Press, 2018

About this Item

Bright and clean, firm and square, just a few very minor rubs and bumps. Hence a non-text page is stamped 'damaged'. Despite such this book is actually in nearly new condition. Thus it looks and feels unread with contents that are crisp, fresh and tight. Now offered for sale at a special bargain price.

Seller Inventory # 121212

Bibliographic Details

• Title: Introduction to Hidden Semi-Markov Models (London Mathematical Society Lecture Note Series 445)
• Publisher: Cambridge University Press
• Publication Date: 2018
• Language: English
• ISBN 10: 110844198X
• ISBN 13: 9781108441988
• Binding: Paperback
• Edition: First Edition.
• Condition: Like New
• Weight: 11 ounces
• Seller catalogs:
  • Science, Mathematics & Technology

About this title

Synopsis

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications.

About the Authors

John van der Hoek is an Associate Professor at the University of South Australia. He has authored papers in partial differential equations, free boundary value problems, numerical analysis, stochastic analysis, actuarial science and mathematical finance. With Robert Elliott he co-authored Binomial Methods in Finance.

Robert J. Elliott is a Research Professor at the University of South Australia. Previously he held positions at universities around the world, including Yale, Oxford, Alberta, Calgary and Adelaide. He has authored nine books, including Mathematics of Financial Markets (2004, with P. E. Kopp) and Stochastic Calculus and Application (1982).