Markov chains : analytic and Monte Carlo computations / Carl Graham.
Material type:
TextSeries: Wiley series in probability and statisticsPublication details: Chichester : John Wiley, c2014.Description: xvi, 232 p. : illustrations ; 24 cmISBN: - 9781118517079 (cloth)
- 519.233 23 G738
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.233 G738 (Browse shelf(Opens below)) | Available | 135815 |
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| 519.233 G478 Markov processes | 519.233 G653 Application of the operational time in the theory of non-stationary Markov processes on a countable state space | 519.233 G728 Semi-Markov processes : | 519.233 G738 Markov chains : | 519.233 G977 Continuous-time Markov decision processes | 519.233 H145 Finite Markov chains and algorithmic applications | 519.233 H283 Continuous semi-Markov processes |
Includes bibliographical references (page 195) and index.
1. First steps--
2. Past, present, and future--
3. Transience and recurrence--
4. Long-time behavior--
5. Monte Carlo methods--
Appendix A--
References--
Solutions for the exercises--
Index.
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.
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