May 2014
Intermediate to advanced
258 pages
6h 11m
English
Content preview from Markov Chains: Analytic and Monte Carlo Computations
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List of Figures
| 1.1 | Symmetric nearest-neighbor random walk on regular planar triangular network. |
| 1.2 | Gambler's ruin. Gambler A finishes the game at time  with a gain of  units starting from a fortune of  units. The successive states of his fortune are represented by the • and joined by dashes. The arrows on the vertical axis give his probabilities of winning or losing at each toss. |
| 1.3 | Branching process. (b) The genealogical tree for a population during six generations; • represent individuals and dashed lines their parental relations. (a) The vertical axis gives the numbers  of the generations, of which the sizes figure on its right. (c) The table underneath the horizontal axis gives the  for  and  , of which the sum over yields . |
| 1.4 | The Ehrenfest Urn. Shown at an instant when ... |
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