(Wiley Series in Probability and Statistics) 1st Edition
by Carl Graham (Author)
Markov Chains: Analytic and Monte Carlo Computations
introduces the main notions related to Markov chains and provides
explanations on how to characterize, simulate, and recognize them.
Starting with basic notions, this book leads progressively to advanced
and recent topics in the field, allowing the reader to master the main
aspects of the classical theory. This book also features:
- Numerous exercises with solutions as well as extended case studies.
- A detailed and rigorous presentation of Markov chains with discrete time and state space.
- An
appendix presenting probabilistic notions that are necessary to the
reader, as well as giving more advanced measure-theoretic notions.
