Martingales and Markov Chains: Solved Exercises and Elements of Theory

by Paolo Baldi, Laurent Mazliak, and Pierre Priouret

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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 th
  • ISBN10 1482285916
  • ISBN13 9781482285918
  • Publish Date 26 April 2002
  • Publish Status Active
  • Publish Country US
  • Publisher Taylor & Francis Ltd
  • Imprint Chapman & Hall/CRC
  • Format eBook
  • Pages 200
  • Language English