Introduction to Markov Chains by Ehrhard Behrends
The aims of this book are threefold:We start with a naive description of a Markov chain as a memoryless random walk on a finite set. This is complemented by a rigorous definition in the framework of probability theory, and then we develop the most important results from the theory of homogeneous Markov chains on finite state spaces.
Chains are called rapidly mixing if all of the associated walks, regardles of where they started, behave similarly already after comparitively few steps: it is impossible from observing the chain to get information on the starting position or the number of steps done so far. We will thoroughly study methods which have been proposed in the last decades to investigate this phenomenon.
A number of examples will be studied to indicate how the methods treated in this book can be applied.
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Topics on Real and Complex Singularities
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Optimization Theory and Applications
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Stable Solution of Inverse Problems
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Programmierbare Taschenrechner in der Elektrotechnik
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Local Analytic Geometry
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Asymptotic Distribution Theory in Nonparametric Statistics
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Stochastic Integrals
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Wavelets — Eine Einführung
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Geometric Graphs and Arrangements
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Ruled Varieties
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Regular Solids and Isolated Singularities
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Topics on Real Analytic Spaces
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The Steiner Tree Problem
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Tsinghua Lectures in Mathematics
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Kahler Differentials
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Lattices and Codes
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Proceedings of the Sixth International Congress of Chinese Mathematicians, Volume 1
Ehrhard Behrends ist Professor fü¾˜¶˜¼r Mathematik an der FU Berlin. Er ist Autor und Herausgeber von zahlreichen Fachbü¾˜¶˜¼chern und populü¾†”¼rwissenschaftlichen Bü¾˜¶˜¼chern in der Mathematik.
| SKU | Unavailable |
| ISBN 13 | 9783528069865 |
| ISBN 10 | 3528069864 |
| Title | Introduction to Markov Chains |
| Author | Ehrhard Behrends |
| Series | Advanced Lectures In Mathematics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer Fachmedien Wiesbaden |
| Year published | 1999-11-29 |
| Number of pages | 234 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |