Narrow your search

Library

UAntwerpen (3)

KU Leuven (2)

National Bank of Belgium (2)

UCLouvain (2)

UHasselt (2)

ULB (2)

ULiège (2)

Thomas More Mechelen (1)

UGent (1)

UMons (1)

More...

Resource type

book (3)


Language

English (2)

Dutch (1)


Year
From To Submit

1997 (3)

Listing 1 - 3 of 3
Sort by

Book
Onderzoek: de basis
Authors: ---
ISBN: 9001182607 Year: 1997 Publisher: Groningen Wolters-Noordhoff

Markov chains
Author:
ISBN: 0521481813 0521633966 9780521633963 9780521481816 9780511810633 1107299209 1107385083 0511810636 Year: 1997 Volume: [2?] Publisher: Cambridge: Cambridge university press,

Loading...
Export citation

Choose an application

Bookmark

Abstract

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 calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.

The econometrics of financial markets
Authors: --- ---
ISBN: 0691043019 9780691043012 0691015694 1400830214 Year: 1997 Publisher: Princeton (N.J.): Princeton university press,

Listing 1 - 3 of 3
Sort by