Martingales and Markov Chains - Solved Exercises and Elements of Theory

Riassunto

A thorough grounding in Markov chains and martingales is essential to dealing with the complex situations encountered in the study of discrete time stochastic processes. This book presents more than 100 exercises and problems related to martingales and Markov chains, each with a detailed solution.

Dettagli sul prodotto

• Autori: Paolo Baldi, Paolo Mazliak Baldi, Baldi Paolo, Laurent Mazliak, Mazliak Laurent, Pierre Priouret, Priouret Pierre
• Editore: Taylor & Francis Ltd.
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 18.12.2020
• EAN: 9781138460331
• ISBN: 978-1-138-46033-1
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; MATHEMATICS / Probability & Statistics / Bayesian Analysis, Bayesian Inference