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## Cambridge Series in Statistical and Probabilistic Mathematics: Markov Chains (Softcover)"Markov chains are the simplest mathematical models for random phenomena evolving in time. Their simple structure make it possible to say a great deal about their behaviour. At the same time, the class of Markov chains is rich enough to serve in many applications. This makes Markov chains the first and most important examples of random processes. Indeed, the whole of the mathematical study of random processes can be regarded as a generalization in one way or another of the theory of Markov chains." — From the Preface ## $13.50 |

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Please contact us if you've got questions about this product.## Condition

**ACCEPTABLE:** The book shows some of the usual signs of use and wear: slightly bent corners and slightly worn covers. A previous owner’s name is written in ink on the first endpage, and there is a limited amount of highlighting and underlining, but these marks do not obscure the text.

## Description

From the back cover: “Markov chains are central to the understanding of random processes. This is not only because they pervade applications, 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 develops quickly a coherent and rigorous theory. In a non-technical way, it explains methods of calculation for transition probabilities, hitting probabilities, long-run averages and equilibrium probabilities.

“The author presents both discrete-time and continuous-time chains and also discusses reversibility. He uses random walks as important examples, as well as Poisson processes and birth-and-death processes. A distinguishing feature of the book is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications in simulation, economics, optimal control, genetics, queues and many other topics.

“There is a careful selection of exercises and examples drawn both from theory and practice. The book will therefore be an ideal text either for elementary courses on random processes or those that are more oriented toward applications.”

**BRIEF CONTENTS**

- Preface
- Introduction
- 1. Discrete-time Markov chains
- 2. Continuous-time Markov chains I
- 3. Continuous-time Markov chains II
- 4. Further theory
- 5. Applications
- 6. Appendix: probability and measure
- Further reading
- Index

About the series: “This series of high quality upper-division textbooks and expository monographs covers all aspects of stochastic applicable mathematics. The topics range from pure and applied statistics to probability theory, operations research, optimization and mathematical programming. The books contain clear presentations of new developments in the field and also of the state of the art in classical methods. While emphasizing rigorous treatment of theoretical methods, the books also contain applications and discussions of new techniques made possible by advances in computational practice.”

## Details

- SKU:
- 1768
- Subject:
- Mathematics
- Author:
- Norris, J. R.
- Publisher:
- Cambridge University Press
- Publish Date:
- 1999 Reprint
- Format:
- Softcover
- Weight (pounds):
- 1.04
- Dimensions (W”xL”xH”):
- 7″x9.9″x0.7″
- ISBN-13:
- 9780521633963
- ISBN-10:
- 0521633966
- Grade Level:
- College

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