Understanding Markov Chains

DOI10.1007/978-981-13-0659-4zbMath1458.60002OpenAlexW4244035502MaRDI QIDQ4571830

Nicolas Privault

Publication date: 29 June 2018

Published in: Springer Undergraduate Mathematics Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-13-0659-4

zbMATH Keywords

Markov chainshitting timesruin probabilities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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