Understanding Markov Chains - Nicolas Privault

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Understanding Markov Chains - Nicolas Privault

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Understanding Markov Chains - Nicolas Privault

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Understanding Markov Chains - Nicolas Privault

This Book Provides An Undergraduate-level Introduction To Discrete And Continuous-time Markov Chains And Their Applications, With A Particular Focus On The First Step Analysis Technique And Its Applications To The Computation Of Average Hitting Times And Ruin Probabilities.
  • Fruugo ID: 503985580-1032449343
  • ISBN: 9789819540563
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