An Excursion Into Markov Chains
暫譯: 馬可夫鏈的探險

Ferrante, Marco, Bardina, Xavier

  • 出版商: Springer
  • 出版日期: 2024-09-01
  • 售價: $2,390
  • 貴賓價: 9.5$2,271
  • 語言: 英文
  • 頁數: 250
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3319128310
  • ISBN-13: 9783319128313
  • 海外代購書籍(需單獨結帳)

商品描述

This textbook will present, in a rigorous way, the basic theory of the discrete-time and the continuous-time Markov chains, along with many examples and solved problems. For both the topics a simple model, the Random Walk and the Poisson Process respectively, will be used to anticipate and illustrate the most interesting concepts rigorously defined in the following sections. A great attention will be paid to the applications of the theory of the Markov chains and many classical as well as new results will be faced in the book. This textbook is intended for a basic course on stochastic processes at an advanced undergraduate level and the background needed will be a first course in probability theory. A big emphasis is given to the computational approach and to simulations.

商品描述(中文翻譯)

這本教科書將以嚴謹的方式介紹離散時間和連續時間馬可夫鏈的基本理論,並附上許多範例和解題。對於這兩個主題,將分別使用隨機漫步(Random Walk)和泊松過程(Poisson Process)這兩個簡單模型來預測和說明在後續章節中嚴格定義的最有趣的概念。本書將特別關注馬可夫鏈理論的應用,並探討許多經典及新穎的結果。本教科書旨在為高年級本科生提供隨機過程的基礎課程,所需的背景知識為概率論的初級課程。本書特別強調計算方法和模擬。