Screen LibraryMarkov processes and applications algorithms, networks, genome and finance /
Presenting a modern approach to Markov chains and its processes, developing the four major fundamental applications, this title features detailed and varied applications and links them with the theory by providing a strong interplay between the two.
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| Published: |
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| Literature type: | Electronic eBook |
| Language: | English |
| Series: |
Wiley series in probability and statistics
Wiley-Dunod series |
| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9780470721872 |
| Summary: |
Presenting a modern approach to Markov chains and its processes, developing the four major fundamental applications, this title features detailed and varied applications and links them with the theory by providing a strong interplay between the two. |
| Carrier Form: | 1 online resource (xii, 296 p.) |
| Bibliography: | Includes bibliographical references (p. [295]-296) and index. |
| ISBN: |
9780470721865 (electronic bk.) 0470721863 (electronic bk.) 9780470721872 (electronic bk.) 0470721871 (electronic bk.) |
| Index Number: | QA274 |
| CLC: | O211.62 |
| Contents: | 1. Simulations and the Monte Carlo method -- 2. Markov chains -- 3. Stochastic algorithms -- 4. Markov chains and the genome -- 5. Control and filtering of Markov chains -- 6. Poisson process -- 7. Jump Markov processes -- 8. Queues and networks -- 9. Introduction to mathematical finance -- 10. Solutions to selected exercises. |