We a good story
Quick delivery in the UK

Discrete Stochastic Processes

About Discrete Stochastic Processes

This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property. It covers recurrence properties of (excited) random walks, convergence and mixing of Markov chains, distribution modeling using phase-type distributions, applications to search engines and probabilistic automata, and an introduction to the Ising model used in statistical physics. Applications to data science are also considered via hidden Markov models and Markov decision processes. A total of 32 exercises and 17 longer problems are provided with detailed solutions and cover various topics of interest, including statistical learning.

Show more
  • Language:
  • English
  • ISBN:
  • 9783031658198
  • Binding:
  • Paperback
  • Pages:
  • 288
  • Published:
  • October 7, 2024
  • Edition:
  • 2024
  • Dimensions:
  • 235x155x21 mm.
  • Weight:
  • 468 g.
  In stock
Delivery: 3-5 business days
Expected delivery: November 23, 2024

Description of Discrete Stochastic Processes

This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property. It covers recurrence properties of (excited) random walks, convergence and mixing of Markov chains, distribution modeling using phase-type distributions, applications to search engines and probabilistic automata, and an introduction to the Ising model used in statistical physics. Applications to data science are also considered via hidden Markov models and Markov decision processes. A total of 32 exercises and 17 longer problems are provided with detailed solutions and cover various topics of interest, including statistical learning.

User ratings of Discrete Stochastic Processes



Find similar books
The book Discrete Stochastic Processes can be found in the following categories:

Join thousands of book lovers

Sign up to our newsletter and receive discounts and inspiration for your next reading experience.