Markov Chains

Analytic and Monte Carlo Computations

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Markov Chains by Carl Graham, Wiley
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Author: Carl Graham ISBN: 9781118882696
Publisher: Wiley Publication: April 2, 2014
Imprint: Wiley Language: English
Author: Carl Graham
ISBN: 9781118882696
Publisher: Wiley
Publication: April 2, 2014
Imprint: Wiley
Language: English

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features:

  • Numerous exercises with solutions as well as extended case studies.
  • A detailed and rigorous presentation of Markov chains with discrete time and state space.
  • An appendix presenting probabilistic notions that are necessary to the reader, as well as giving more advanced measure-theoretic notions.
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features:

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