Markov chains / J.R. Norris.

Format:

Book

Author/Creator:

Norris, J. R. (James R.)

Series:

Cambridge series on statistical and probabilistic mathematics

Cambridge series in statistical and probabilistic mathematics

Language:

English

Subjects (All):

Markov processes.

Physical Description:

xvi, 237 pages : illustrations ; 26 cm.

Edition:

First paperback edition.

Place of Publication:

Cambridge, [Eng.] ; New York : Cambridge University Press, 1998.

Summary:

In this rigorous account the author studies both discrete-time and continuous-time chains. 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 a careful selection of exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for seminars on random processes or those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.

Notes:

Includes bibliographical references (pages [232]-233) and index.

ISBN:

0521633966

OCLC:

35043455

Online:

Publisher description