Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	Mai 2026
Genre:	Schulbücher
	Applications of Stochastic Processes / Discrete and continuous-time Markov Chains / First-step analysis in Markov Chains / Gambling Processes and random walks in Markov Chains / Highly accessible textbook on Stochastic Processes / Introduction to Stochastic Processes / Markov Chains self-study / Markov Chains textbook / Markov Chains textbook with examples / Modern textbook on Stochastic Processes / Nicolas Privault Stochastic Processes / Probability Theory / Solved problems in Markov Chains / Statistical Theory and Methods / Stochastik mehr...
ISBN:	9789819540563
EAN-Code:	9789819540563
Verlag:	Springer EN
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D
Seiten:	366
Illustration:	XIX, 366 p. 118 illus., 106 illus. in color., farbige Illustrationen, schwarz-weiss Illustrationen
Zus. Info:	EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025.
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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 the computation of average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It starts by examining in detail two important examples (gambling processes and random walks) before presenting the general theory in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 150 exercises and 22 problems with their solutions. This book is a revised and expanded version of the previous edition, and includes additional exercises and problems with complete solutions. As in the previous book, all exercises and problems are solved in detail, with many graphs and explanatory figures.