PDF Ebook Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)By J. R. Norris
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Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)By J. R. Norris
PDF Ebook Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)By J. R. Norris
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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 for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.
- Sales Rank: #128220 in Books
- Published on: 1998-07-28
- Original language: English
- Number of items: 1
- Dimensions: 9.96" h x .55" w x 6.97" l, .90 pounds
- Binding: Paperback
- 254 pages
Review
"...impressive ....I heartily recommend this book....this is the best book available summarizing the theory of Markov Chains....Norris achieves for Markov Chains what Kingman has so elegantly achieved for Poisson processes....Such creative tinkering will be a pleasure to many teachers." Bulletin of Mathematical Biology
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