Author: Frederick Walter LeysiefferPublisher:
ISBN:
Category :
Languages : en
Pages : 108
Book Description
FUNCTIONS OF FINITE MARKOV CHAINS.
Author: Frederick Walter LeysiefferPublisher:
ISBN:
Category :
Languages : en
Pages : 108
Book Description
FUNCTIONS OF FINITE MARKOV CHAINS.
Author: ROY VICTOR ERICKSONOn the Identifiability Problem for Functions of Finite Markov Chains
Author: Edgar J. GilbertPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 16
Book Description
Finite Markov Chains and Algorithmic Applications
Author: Olle HäggströmPublisher: Cambridge University Press
ISBN: 9780521890014
Category : Mathematics
Languages : en
Pages : 132
Book Description
Based on a lecture course given at Chalmers University of Technology, this 2002 book is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability theory and Markov chains before applying it to study a range of randomized algorithms with important applications in optimization and other problems in computing. Amongst the algorithms covered are the Markov chain Monte Carlo method, simulated annealing, and the recent Propp-Wilson algorithm. This book will appeal not only to mathematicians, but also to students of statistics and computer science. The subject matter is introduced in a clear and concise fashion and the numerous exercises included will help students to deepen their understanding.
FUNCTIONS OF FINITE MARKOV CHAINS AND EXPONENTIAL TYPE PROCESSES.
Author: PAUL EMILE BOUDREAUOrder Determination for Probabilistic Functions of Finite Markov Chains
Author: Lorenzo FinessoEquivalence Classes of Functions of Finite Markov Chains
Author: Brian A. WandellPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 64
Book Description
Finite Markov Chains
Author: John G. KemenyPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 226
Book Description
Functions of Finite Markov Chains
Author: Sudhakar Waman DharmadhikariPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 110
Book Description
Finite Markov Processes and Their Applications
Author: Marius IosifescuPublisher: Courier Corporation
ISBN: 0486150585
Category : Mathematics
Languages : en
Pages : 305
Book Description
A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models. The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic chains. A complete study of the general properties of homogeneous chains follows. Succeeding chapters examine the fundamental role of homogeneous infinite Markov chains in mathematical modeling employed in the fields of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time, which constitutes an elementary introduction to the study of continuous parameter stochastic processes.