Understanding Markov chains. Examples and applications

DOI10.1007/978-981-13-0659-4MaRDI QIDQ4571830zbMATH OpenOpenAlexFDO

Authors 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

hitting timesMarkov chainsruin probabilities

Mathematics Subject Classification ID

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

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• Fixed points of doubly stochastic operators with application to Markov chains
• Extrapolation methods for multilinear PageRank
• The ``zero charge problem via graphon processes
• The stability region for Schur stable trinomials with general complex coefficients

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