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Markov Chains
Author(s): J. R. Norris (Author)
- Publisher: Cambridge University Press
- Publication Date: July 28, 1998
- Edition: 1st
- Language: English
- Print length: 254 pages
- ISBN-10: 0521633966
- ISBN-13: 9780521633963
Book Description
In this rigorous account the author studies both discrete-time and continuous-time chains. 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 a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.
Editorial Reviews
Review
“…impressive ….I heartily recommend this book….this is the best book available summarizing the theory of Markov Chains….Norris achieves for Markov Chains what Kingman has so elegantly achieved for Poisson processes….Such creative tinkering will be a pleasure to many teachers.” Bulletin of Mathematical Biology
Book Description
For students in pure and applied probability; lots of applications, fairly self-contained.
