| 書(shū)目名稱 | Markov Chains | | 副標(biāo)題 | Gibbs Fields, Monte | | 編輯 | Pierre Brémaud | | 視頻video | http://file.papertrans.cn/625/624615/624615.mp4 | | 概述 | Thoroughly revises and updates the 1st edition, making it a completely self-contained textbook on Markov chains and stochastic processes.Includes material for basic and advanced courses on Markov Chai | | 叢書(shū)名稱 | Texts in Applied Mathematics | | 圖書(shū)封面 |  | | 描述 | .This 2.nd. edition is a thoroughly revised and augmented version of the book with the same title published in 1999. The author begins with the elementary theory of Markov chains and very progressively brings the reader to more advanced topics. He gives a useful review of probability, making the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics is slowly and carefully developed, in order to make self-study easier. The book treats the classical topics of Markov chain theory, both in discrete time and continuous time, as well as connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete-time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory..The main additions of the 2.nd. edition are the exact sampling algorithm of Propp and Wilson, the electrical network analogy of symmetric random walks on graphs, mixing times and additional details on the branching process. The structure of the book has been modified in order to | | 出版日期 | Textbook 2020Latest edition | | 關(guān)鍵詞 | 60-XX, 68-XX, 82-XX, 90-XX, 92-XX, 94-XX; Gibbs Fields; Markov Chains; Markov Fields; Martingale; Monte C | | 版次 | 2 | | doi | https://doi.org/10.1007/978-3-030-45982-6 | | isbn_softcover | 978-3-030-45984-0 | | isbn_ebook | 978-3-030-45982-6Series ISSN 0939-2475 Series E-ISSN 2196-9949 | | issn_series | 0939-2475 | | copyright | Springer Nature Switzerland AG 2020 |
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