Cambridge Univ Pr Books
Books editi da Cambridge Univ Pr con argomento Markov Processes
Markov Chains and Stochastic Stability
Tweedie Richard L.
Glynn Peter W. (CON)
edizioni Cambridge Univ Pr collana Cambridge Univ Pr (Paperback), 2009
Meyn & Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation...
Partially Observed Markov Decision Processes
edizioni Cambridge Univ Pr collana Cambridge Univ Pr (Hardcover), 2016
Markov Chains and Dependability Theory
edizioni Cambridge Univ Pr collana Cambridge Univ Pr (Hardcover), 2014
Finite Markov Chains and Algorithmic Applications
edizioni Cambridge Univ Pr collana (Paperback), 2002
Based on a lecture course given at Chalmers University of Technology, this book is suitable for advanced undergraduate and beginning graduate students in statistics and computer science, and for mathematicians. Necessary background in probability theory and Markov chains is developed, then applied to the study of a...
Hidden Markov Models and Dynamical Systems
Fraser Andrew M.
edizioni Cambridge Univ Pr collana Cambridge Univ Pr (Paperback), 2011
Hidden Markov models (HMMs) are discrete-state, discrete-time, stochastic dynamical systems. They are often used to approximate systems with continuous state spaces operating in continuous time. In addition to introducing the basic ideas of HMMs and algorithms for using them, this book explains the derivations of the...