Probability and Statistics by Example: Volume 2, Markov Chains: A Primer in Random Processes and Their Applications
Markov Chains - A Primer in Random Processes and Their Applications v. 2
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Probability and Statistics by Example: Volume 2, Markov Chains: A Primer in Random Processes and Their Applications by Yuri Suhov
Book DescriptionProbability and Statistics are as much about intuition and problem solving as they are about theorem proving. Because of this, students can find it very difficult to make a successful transition from lectures to examinations to practice, since the problems involved can vary so much in nature. Since the subject is critical in many modern applications such as mathematical finance, quantitative management, telecommunications, signal processing, bioinformatics, as well as traditional ones such as insurance, social science andengineering, the authors have rectified deficiencies in traditional lecture-based methods by collecting together a wealth of exercises with complete solutions, adapted to needs and skills of students. Following on from the success of Probability and Statistics by Example: Basic Probability and Statistics, the authors here concentrate on random processes, particularly Markov processes, emphasising modelsrather than general constructions. Basic mathematical facts are supplied as and when they are needed andhistorical information is sprinkled throughout.
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Book DetailsISBN: 9780521612340
(247mm x 174mm x 24mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 24-Apr-2008
Country of Publication: United Kingdom
Books By Author Yuri Suhov
Probability and Statistics by Example: Volume 1, Basic Probability and Statistics, Paperback (September 2014)
A valuable resource for students and teachers alike, this second edition contains more than 200 worked examples and exam questions.
Information Theory and Coding by Example, Hardback (September 2013)
A valuable teaching aid. Provides relevant background material, many examples and clear solutions to problems taken from real exam papers.
Probability and Statistics by Example: Volume 2, Markov Chains: A Primer in Random Processes and Their Applications, Hardback (April 2008)» View all books by Yuri Suhov
The subject is critical in many modern applications such as mathematical finance, quantitative management, insurance and actuarial studies.
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Author Biography - Yuri Suhov
Yuri Suhov is a Professor of Applied Probability in the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge. Mark Kelbert is a Reader in Statistics in the Department of Mathematics at Swansea University. For many years he has also been associated with the Moscow Institute of Information Transmission Problems and the International Institute of Earthquake Prediction Theory and Mathematical Geophysics (Moscow).
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