Probability and Statistics by Example: Volume 2, Markov Chains: A Primer in Random Processes and their Applications

Suhov, Yuri; Kelbert, Mark

ISBN 10: 0521847672 / ISBN 13: 9780521847674

Editore: Cambridge University Press, 2008

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Dati bibliografici

• Titolo: Probability and Statistics by Example: Volume 2, Markov Chains: A Primer in Random Processes and their Applications
• Editore: Cambridge University Press
• Data di pubblicazione: 2008
• Lingua: Inglese
• ISBN 10: 0521847672
• ISBN 13: 9780521847674
• Rilegatura: Rilegato
• Condizione: New

Descrizione articolo

Riassunto

The subject is critical in many modern applications such as mathematical finance, quantitative management, insurance and actuarial studies.

Informazioni sugli autori

Yuri Suhov is a Professor of Applied Probability in the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge.

Mark Kelbert is a Reader in Statistics in the Department of Mathematics at Swansea University. For many years he has also been associated with the Moscow Institute of Information Transmission Problems and the International Institute of Earthquake Prediction Theory and Mathematical Geophysics (Moscow).