TY  - BOOK
AU  - Graham,Carl
TI  - Markov chains: analytic and Monte Carlo computations 
T2  - Wiley series in probability and statistics
SN  - 9781118517079 (cloth)
U1  - 519.233 23
PY  - 2014///
CY  - Chichester
PB  - John Wiley
KW  - Markov processes
KW  - Monte Carlo method
KW  - Numerical calculations
N1  - 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
N2  - 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
ER  -