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.
看到很多paper涉及到此方面理论引用都会将此书做reference.算是通俗易懂了,方便系统学习;有点点measure的背景在里面,但不会影响阅读
评分看到很多paper涉及到此方面理论引用都会将此书做reference.算是通俗易懂了,方便系统学习;有点点measure的背景在里面,但不会影响阅读
评分看到很多paper涉及到此方面理论引用都会将此书做reference.算是通俗易懂了,方便系统学习;有点点measure的背景在里面,但不会影响阅读
评分看到很多paper涉及到此方面理论引用都会将此书做reference.算是通俗易懂了,方便系统学习;有点点measure的背景在里面,但不会影响阅读
评分看到很多paper涉及到此方面理论引用都会将此书做reference.算是通俗易懂了,方便系统学习;有点点measure的背景在里面,但不会影响阅读
之前跟着苏步青讲习班听了两周随机过程(布朗运动),被虐的半路逃跑。。。这本书还是很适合我这种脑子不太好的人的 。。。
评分很清楚很清楚的!
评分证明个别地方有点跳,不pre注意不到,略尴尬
评分很清楚很清楚的!
评分之前跟着苏步青讲习班听了两周随机过程(布朗运动),被虐的半路逃跑。。。这本书还是很适合我这种脑子不太好的人的 。。。
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