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 chains are studied. A ...
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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 chains are studied. 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 exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.
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New. Trade paperback (US). Contains: Line drawings. Cambridge Series in Statistical and Probabilistic Mathematics . 20 b/w illus. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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New. Trade paperback (US). Contains: Line drawings. Cambridge Series in Statistical and Probabilistic Mathematics . 20 b/w illus. Intended for professional and scholarly audience.
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New. Trade paperback (US). Contains: Line drawings. Cambridge Series in Statistical and Probabilistic Mathematics . 20 b/w illus. Intended for professional and scholarly audience.
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New. 1998. New Ed. Paperback. For students in pure and applied probability; lots of applications, fairly self-contained. Series Editor(s): Gill, R.; Ripley, Brian D.; Ross, S.; Silverman, B.W. (St Peter's College, Oxford); Stein, M. Series: Cambridge Series in Statistical and Probabilistic Mathematics. Num Pages: 254 pages, 20 b/w illus. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 251 x 176 x 17. Weight in Grams: 484. Series: Cambridge Series in Statistical and Probabilistic Mathematics. 254 pages, 20 b/w illus. For students in pure and applied probability; lots of applications, fairly self-contained. Cateogry: (P) Professional & Vocational. BIC Classification: PBT; PBWL. Dimension: 251 x 176 x 17. Weight: 460. Series Editor(s): Gill, R.; Ripley, Brian D.; Ross, S.; Silverman, B.W. (St Peter's College, Oxford); Stein, M......We ship daily from our Bookshop.
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