Markov chains: analytic and Monte Carlo computations

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing th...

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Detalles Bibliográficos
Autor principal: Graham, Carl
Lenguaje:eng
Publicado: Wiley 2014
Materias:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/1701520
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author Graham, Carl
author_facet Graham, Carl
author_sort Graham, Carl
collection CERN
description Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2014
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spelling cern-17015202021-04-21T21:02:18Zhttp://cds.cern.ch/record/1701520engGraham, CarlMarkov chains: analytic and Monte Carlo computationsMathematical Physics and MathematicsMarkov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are necWileyoai:cds.cern.ch:17015202014
spellingShingle Mathematical Physics and Mathematics
Graham, Carl
Markov chains: analytic and Monte Carlo computations
title Markov chains: analytic and Monte Carlo computations
title_full Markov chains: analytic and Monte Carlo computations
title_fullStr Markov chains: analytic and Monte Carlo computations
title_full_unstemmed Markov chains: analytic and Monte Carlo computations
title_short Markov chains: analytic and Monte Carlo computations
title_sort markov chains: analytic and monte carlo computations
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/1701520
work_keys_str_mv AT grahamcarl markovchainsanalyticandmontecarlocomputations

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