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Books > Science & Math > Mathematics > Applied > Probability & Statistics > 0387901922
  1. Finite Markov Chains: With a New Appendix
    Finite Markov Chains: With a New Appendix
    Finite Markov Chains: With a New Appendix
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  2. Finite Markov Chains: With a New Appendix "Generalization of a Fundamental Matrix" (Undergraduate Texts in Mathematics)

    [0387901922]
    Delivery: 10-20 Working Days
    Customer Ratings (1 reviews)
    Price R1692.00

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Additional Information

Finite Markov Chains: With a New Appendix "Generalization of a Fundamental Matrix"

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Specifications

Country
USA
Binding
Hardcover
EAN
9780387901923
Edition
1st ed. 1960. 3rd printing 1983
ISBN
0387901922
Label
Springer
Manufacturer
Springer
NumberOfItems
1
NumberOfPages
226
PublicationDate
1983-12-05
Publisher
Springer
Studio
Springer
Most Helpful Customer Reviews

I have been familiar with this book for over 8 years and I should say this is one of the best educational and practical books you can find about Markov chains. The book claims to be written for undergraduates, but it is marvelously useful for graduate students too.

The book starts by definition of Markov chains and gradually gets into more advanced definitions like absorbing states, cyclical chains, ergodicity ... Then there are these little lemmas and theorems about different aspects of Markov chains like what is the expected time of sitting at a transient state, what is the expected time of returning to the same state, etc. The proofs are nicely presented and there is a whole lot of application for those theorems in all fields that use Markov chains (like engineering, economics, ...). The book is actually abstract math and doesn't get very specialized at any time.

I think this is a book one wants to start learning Markov chains from or keep in shelf for... Read more
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