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Title: Markov Chains by James R. Norris, R. Gill, B. D. Ripley, S. Ross, M. Stein, D. Williams ISBN: 0-521-48181-3 Publisher: Cambridge University Press Pub. Date: 28 February, 1997 Format: Hardcover Volumes: 1 List Price(USD): $80.00 |
Average Customer Rating: 4 (1 review)
Rating: 4
Summary: Very useful if you have a good mathematical background!
Comment: I found this book very useful for a better comprehension of Markov chains and for understanding the theory, but you need a very good knowledge of mathematics like calculus, matrix, differential equations and statistics in order to keep going in your reading. Don't expect full numerical examples, be ready for demostrations! I recommend it for students interested in stochastic processes or looking a good approach to the basis of Markov processes.
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Title: Markov Chains by Pierre Bremaud ISBN: 0387985093 Publisher: Springer Verlag Pub. Date: 11 May, 1999 List Price(USD): $64.95 |
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Title: Introduction to Stochastic Processes by Gregory F. Lawler ISBN: 0412995115 Publisher: CRC Press Pub. Date: 01 July, 1995 List Price(USD): $79.95 |
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Title: Probability with Martingales by David Williams ISBN: 0521406056 Publisher: Cambridge University Press Pub. Date: 14 February, 1991 List Price(USD): $40.00 |
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Title: Stochastic Differential Equations: An Introduction With Applications (Universitext) by B. K. Ksendal, Bernt Oksendal ISBN: 3540047581 Publisher: Springer Verlag Pub. Date: December, 2003 List Price(USD): $44.95 |
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Title: Fifty Challenging Problems in Probability with Solutions by Frederick Mosteller ISBN: 0486653552 Publisher: Dover Pubns Pub. Date: 01 May, 1987 List Price(USD): $6.95 |
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