Martingales and Markov Chains (English, Paolo Baldi)
by Paolo Baldi
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Book Details
Publisher
Chapman and Hall/CRC
Language
English
ISBN-13
9781584883296
ISBN-10
1584883294
Author
Paolo Baldi
About the Book
A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students' understanding of theoretical principles and prepare them to tackle real problems. In addition to a quick but thorough exposition of the theory, Martingale…
ISBN: 9781584883296
ISBN-13: 9781584883296
ISBN-10: 1584883294
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Product ID: isbn-9781584883296
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