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Understanding Markov chains: examples and applications
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 average hitting times and ruin probabilities. It also discusses classical topics such as r...
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| Lenguaje: | eng |
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Springer
2018
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| Acceso en línea: | https://dx.doi.org/10.1007/978-981-13-0659-4 http://cds.cern.ch/record/2633937 |