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Markov chains: models, algorithms and applications
This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of...
| Autores principales: | , , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2013
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1568651 |
| _version_ | 1780931010582544384 |
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| author | Ching, Wai-Ki Huang, Ximin Ng, Michael K Siu, Tak-Kuen |
| author_facet | Ching, Wai-Ki Huang, Ximin Ng, Michael K Siu, Tak-Kuen |
| author_sort | Ching, Wai-Ki |
| collection | CERN |
| description | This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods |
| id | cern-1568651 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2013 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-15686512021-04-21T22:33:00Zhttp://cds.cern.ch/record/1568651engChing, Wai-KiHuang, XiminNg, Michael KSiu, Tak-KuenMarkov chains: models, algorithms and applicationsMathematical Physics and MathematicsThis new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methodsSpringeroai:cds.cern.ch:15686512013 |
| spellingShingle | Mathematical Physics and Mathematics Ching, Wai-Ki Huang, Ximin Ng, Michael K Siu, Tak-Kuen Markov chains: models, algorithms and applications |
| title | Markov chains: models, algorithms and applications |
| title_full | Markov chains: models, algorithms and applications |
| title_fullStr | Markov chains: models, algorithms and applications |
| title_full_unstemmed | Markov chains: models, algorithms and applications |
| title_short | Markov chains: models, algorithms and applications |
| title_sort | markov chains: models, algorithms and applications |
| topic | Mathematical Physics and Mathematics |
| url | http://cds.cern.ch/record/1568651 |
| work_keys_str_mv | AT chingwaiki markovchainsmodelsalgorithmsandapplications AT huangximin markovchainsmodelsalgorithmsandapplications AT ngmichaelk markovchainsmodelsalgorithmsandapplications AT siutakkuen markovchainsmodelsalgorithmsandapplications |