Understanding Markov Chains

DOI10.1007/978-981-4451-51-2zbMath1305.60003OpenAlexW2476007957MaRDI QIDQ4913582

Nicolas Privault

Publication date: 8 April 2013

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

Full work available at URL: https://doi.org/10.1007/978-981-4451-51-2

zbMATH Keywords

Markov chainslimiting distributionruin probabilitiesinvariant distributionspatial Poisson processclassification of statesgambling problemsmean game duration

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

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