Markov Processes
Clear, rigorous, and intuitive, Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes and also as a reference for those that want to see detailed proofs of the theorems of Markov processes. The text is designed to be under… Celý popis ↓
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Markov Processes
Clear, rigorous, and intuitive, Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes and also as a reference for those that want to see detailed proofs of the theorems of Markov processes. The text is designed to be understandable to students who have taken an undergraduate probability course without needing an instructor to fill in any gaps.The book begins with a review of basic probability, then covers the case of finite state, discrete time Markov processes. It contains copious computational examples that motivate and illustrate the theorems.
It presents continuous Markov processes which include the basic material of Building on this, the text deals with the discrete time, infinite state case and provides background for continuous Markov processes with exponential random variables and Poisson processes.
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