Finite Markov Processes and Their Applications - Brossura

Iosifescu, Marius

 
9780486458694: Finite Markov Processes and Their Applications

Sinossi

A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models.
The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic chains. A complete study of the general properties of homogeneous chains follows. Succeeding chapters examine the fundamental role of homogeneous infinite Markov chains in mathematical modeling employed in the fields of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time, which constitutes an elementary introduction to the study of continuous parameter stochastic processes.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Product Description

Self-contained treatment covers both theory and applications. Topics include the fundamental role of homogeneous infinite Markov chains in the mathematical modeling of psychology and genetics. 1980 edition.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9780471276777: Finite Markov Processes and Their Applications

Edizione in evidenza

ISBN 10:  0471276774 ISBN 13:  9780471276777
Casa editrice: John Wiley & Sons Ltd, 1980
Rilegato