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Martingales and Markov chains : solved exercises and elements of theory / Paolo Baldi, Laurent Mazliak, Pierre Priouret.

By: Baldi, Paolo, 1948-Contributor(s): Mazliak, Laurent | Priouret, P. (Pierre), 1939-Material type: TextTextLanguage: English Original language: French Publication details: Boca Raton : Chapman & Hall/CRC, c2002. Description: vi, 192 p. : ill. ; 24 cmISBN: 1584883294 (pbk. : alk. paper); 9781584883296Uniform titles: Martingales et chaînes de Markov. Subject(s): Martingales (Mathematics) | Martingales (Mathematics) -- Problems, exercises, etc | Markov processes | Markov processes -- Problems, exercises, etcDDC classification: 519.287 LOC classification: QA274.5 | .B3513 2002Online resources: WorldCat details | Ebook Fulltext
Contents:
TOC CONDITIONAL EXPECTATIONS Introduction Definition and First Properties Conditional Expectations and Conditional Laws Exercises Solutions STOCHASTIC PROCESSES General Facts Stopping Times Exercises Solutions MARTINGALES First Definitions First Properties The Stopping Theorem Maximal Inequalities Square Integral Martingales Convergence Theorems Regular Martingales Exercises Problems Solutions MARKOV CHAINS Transition Matrices, Markov Chains Construction and Existence Computations on the Canonical Chain Potential Operators Passage Problems Recurrence, Transience Recurrent Irreducible Chains Periodicity Exercises Problems Solutions REFERENCES INDEX
Summary: A thorough grounding in Markov chains and martingales is essential to dealing with the complex situations encountered in the study of discrete time stochastic processes. This book presents more than 100 exercises and problems related to martingales and Markov chains, each with a detailed solution.
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode Item holds
E-Book E-Book Dr. S. R. Lasker Library, EWU
E-book 		Non-fiction 519.287 BAM 2002 (Browse shelf(Opens below)) Not for loan
Text Text Dr. S. R. Lasker Library, EWU
Reserve Section 		Non-fiction 519.287 BAM 2002 (Browse shelf(Opens below)) C-1 Not For Loan 27476
Text Text Dr. S. R. Lasker Library, EWU
Circulation Section 		Non-fiction 519.287 BAM 2002 (Browse shelf(Opens below)) C-2 Available 28182
Total holds: 0

Includes bibliographical references (p. [189]-190) and index.

TOC CONDITIONAL EXPECTATIONS Introduction Definition and First Properties Conditional Expectations and Conditional Laws Exercises Solutions STOCHASTIC PROCESSES General Facts Stopping Times Exercises Solutions MARTINGALES First Definitions First Properties The Stopping Theorem Maximal Inequalities Square Integral Martingales Convergence Theorems Regular Martingales Exercises Problems Solutions MARKOV CHAINS Transition Matrices, Markov Chains Construction and Existence Computations on the Canonical Chain Potential Operators Passage Problems Recurrence, Transience Recurrent Irreducible Chains Periodicity Exercises Problems Solutions REFERENCES INDEX

A thorough grounding in Markov chains and martingales is essential to dealing with the complex situations encountered in the study of discrete time stochastic processes. This book presents more than 100 exercises and problems related to martingales and Markov chains, each with a detailed solution.

AS

Sagar Shahanawaz

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