An Excursion Into Markov Chains

by Marco Ferrante and Xavier Bardina

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...

• Format: Paperback
• Language: English
• ISBN: 3319128310
• ISBN13: 9783319128313
• Release Date: June 3000
• Publisher: Springer
• Length: 250 Pages