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Markov Processes for Stochastic Modeling

By: Masaaki Kijima (Author)

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Ksh 15,100.00

Format: Paperback or Softback

ISBN-13: 9780412606601

Publisher: Chapman and Hall

Publication Date: Jan 1st, 1997

Weight: 539 grams

Dimension: 24.30 x 16.30 x 1.80 cms

Category: Stochastics

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This book presents an algebraic development of the theory of countable state space Markov chains with discrete- and continuous-time parameters. A Markov chain is a stochastic process characterized by the Markov prop erty that the distribution of future depends only on the current state, not on the whole history.

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