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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Bibliographic Details
Main Author: Privault, Nicolas (Author)
Format: Electronic eBook
Language:English
Published: Singapore : Springer Singapore , 2018.
Edition:2nd ed. 2018.
Series:Springer Undergraduate Mathematics Series,
Subjects:
Probabilities.
Statistics .
ISBN:9789811306594
ISSN:1615-2085
Online Access: Get full text
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Table of Contents:
  • Probability Background
  • Gambling Problems
  • Random Walks
  • Discrete-Time Markov Chains
  • First Step Analysis
  • Classification of States
  • Long-Run Behavior of Markov Chains
  • Branching Processes
  • Continuous-Time Markov Chains
  • Discrete-Time Martingales
  • Spatial Poisson Processes
  • Reliability Theory.

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