Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.
發表於2024-11-18
Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics) 2024 pdf epub mobi 電子書 下載
看到很多paper涉及到此方麵理論引用都會將此書做reference.算是通俗易懂瞭,方便係統學習;有點點measure的背景在裏麵,但不會影響閱讀
評分看到很多paper涉及到此方麵理論引用都會將此書做reference.算是通俗易懂瞭,方便係統學習;有點點measure的背景在裏麵,但不會影響閱讀
評分看到很多paper涉及到此方麵理論引用都會將此書做reference.算是通俗易懂瞭,方便係統學習;有點點measure的背景在裏麵,但不會影響閱讀
評分看到很多paper涉及到此方麵理論引用都會將此書做reference.算是通俗易懂瞭,方便係統學習;有點點measure的背景在裏麵,但不會影響閱讀
評分看到很多paper涉及到此方麵理論引用都會將此書做reference.算是通俗易懂瞭,方便係統學習;有點點measure的背景在裏麵,但不會影響閱讀
圖書標籤: 數學 馬爾可夫鏈 機器學習 Statistics Markov 隨機過程 Markov鏈 計算機科學
證明個彆地方有點跳,不pre注意不到,略尷尬
評分之前跟著蘇步青講習班聽瞭兩周隨機過程(布朗運動),被虐的半路逃跑。。。這本書還是很適閤我這種腦子不太好的人的 。。。
評分很清楚很清楚的!
評分很清楚很清楚的!
評分很清楚很清楚的!
Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics) 2024 pdf epub mobi 電子書 下載