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Markov Chains

David Freedman - Mathematics - 2012 - 395 pages
A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. I soon had two hundred pages of manuscript and my publisher was enthusiastic. Some ...
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Markov Chains

J. R. Norris - Mathematics - 1998 - 260 pages
Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can ...
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Markov Chains: With Stationary Transition Probabilities

Kai Lai Chung - Mathematics - 2012 - 301 pages
From the reviews: J. Neveu, 1962 in Zentralblatt fr Mathematik, 92. Band Heft 2, p. 343: "Ce livre crit par l'un des plus minents spcialistes en la matire, est un expos trs ...
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Probability

Albert Shiryaev - Mathematics - 1996 - 650 pages
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random ...
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Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues

Pierre Bremaud - Mathematics - 2001 - 470 pages
Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in ...
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Real Analysis and Probability: Probability and Mathematical Statistics: A ...

Robert B. Ash - Mathematics - 2014 - 494 pages
Real Analysis and Probability provides the background in real analysis needed for the study of probability. Topics covered range from measure and integration theory to ...
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