Markov Chains

by J.R. Norris

Book Overview

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. This is an ideal text...

• Format: Paperback
• Language: English
• ISBN: 0521633966
• ISBN13: 9780521633963
• Release Date: July 1998
• Publisher: Cambridge University Press
• Length: 254 Pages
• Weight: 1.15 lbs.
• Dimensions: 0.7" x 7.0" x 10.0"