Markov Chains, 9780521633963
Paperback
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.

$147.48

  • Paperback

    254 pages

  • Release Date

    28 July 1998

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Summary

Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time cha…

Book Details

ISBN-13:9780521633963
ISBN-10:0521633966
Author:J.R. Norris
Publisher:Cambridge University Press
Imprint:Cambridge University Press
Format:Paperback
Number of Pages:254
Release Date:28 July 1998
Weight:470g
Dimensions:254mm x 178mm x 18mm
Series:Cambridge Series in Statistical and Probabilistic Mathematics
What They're Saying

Critics Review

‘This is an admirable book, treating the topic with mathematical rigour and clarity, mixed with helpful informality; and emphasising numerous applications to a wide range of subjects.’ D. V. Lindley, The Mathematical Gazette ‘My overall impression of this book is very positive … this is the best introduction to the subject that I have come across.’ Contemporary Physics ‘An instructor looking for a suitable text, at the level of a Master of Mathematics degree, can use this book with confidence and enthusiasm.’ John Haigh, University of Sussex ‘We recently based a seminar on this book … it is well suited for an elementary, technically modest, but still rigorous introduction into the heart of a lively and relevant area of stochastic processes.’ M. Scheutzow, Zentralblatt MATH

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