Understanding Markov Chains Examples and Applications /

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. It also discusses classical topics such as r...

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Bibliographische Detailangaben

1. Verfasser:	Privault, Nicolas (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	Englisch
Veröffentlicht:	Singapore : Springer Singapore , 2018.
Ausgabe:	2nd ed. 2018.
Schriftenreihe:	Springer Undergraduate Mathematics Series,
Schlagworte:	Probabilities. Statistics .
ISBN:	9789811306594
ISSN:	1615-2085
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