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Understanding Markov chains : examples and applications /

This book provides an undergraduate introduction to discrete andcontinuous-time Markov chains and their applications. A large focus is placed on the first step analysistechnique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience,...

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Bibliographic Details
Main Author: Privault, Nicolas, (Author)
Corporate Author: SpringerLink (Online service)
Format: Online Book
Language:English
Published: Singapore : Springer, 2013.
Series:Springer undergraduate mathematics series.
Subjects:
Online Access:Online version
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