Finite Markov Processes and Their Applications
eBook - ePub

Finite Markov Processes and Their Applications

  1. 304 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Finite Markov Processes and Their Applications

About this book

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.

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Yes, you can access Finite Markov Processes and Their Applications by Marius Iosifescu in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Title Page
  3. Copyright Page
  4. Dedication
  5. Preface
  6. Contents
  7. Introduction
  8. CHAPTER 1 ELEMENTS OF PROBABILITY THEORY AND LINEAR ALGEBRA
  9. CHAPTER 2 FUNDAMENTAL CONCEPTS IN HOMOGENEOUS MARKOV CHAIN THEORY
  10. CHAPTER 3 ABSORBING MARKOV CHAINS
  11. CHAPTER 4 ERGODIC MARKOV CHAINS
  12. CHAPTER 5 GENERAL PROPERTIES OF MARKOV CHAINS
  13. CHAPTER 6 APPLICATIONS OF MARKOV CHAINS IN PSYCHOLOGY AND GENETICS
  14. CHAPTER 7 NONHOMOGENEOUS MARKOV CHAINS
  15. CHAPTER 8 MARKOV PROCESSES