Book 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 necessary to the reader, as well as giving more advanced measure-theoretic notions.
Table of contents
- Cover
- Wiley Series in Probability and Statistics
- Title Page
- Copyright
- Preface
- List of Figures
- Nomenclature
- Introduction
- Chapter 1: First steps
- Chapter 2: Past, present, and future
- Chapter 3: Transience and recurrence
- Chapter 4: Long-time behavior
- Chapter 5: Monte Carlo methods
- Appendix A: Complements
- References
- Solutions for the exercises
- Solutions for the exercises
- Index
- Wiley Series in Probability and Statistics
- End User License Agreement
Product information
- Title: Markov Chains: Analytic and Monte Carlo Computations
- Author(s):
- Release date: May 2014
- Publisher(s): Wiley
- ISBN: 9781118517079
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