Markov processes and applications : algorithms, networks, genome and finance

＜図書＞
Markov processes and applications : algorithms, networks, genome and finance

責任表示	Etienne Pardoux
シリーズ	Wiley series in probability and mathematical statistics Wiley-Dunod series
データ種別	図書
出版情報	Chichester, West Sussex, U.K. : John Wiley & Sons [Paris] : Dunod , 2008
本文言語	英語
大きさ	xii, 296, 12 p. : ill. ; 24 cm
概要	Markov processes are the class of stochastic processes in which past and future are conditionally independent, given their present state. They constitute important models in many applied fields. After...an introduction to the Monte Carlo method, this book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It also presents numerous applications including Markov Chain Monte Carlo, Simulated Annealing, Hidden Markov Models, Annotation and Alignment of Genomic sequences, Control and Filtering, Phylogenetic tree reconstruction and Queuing networks. The last chapter is an introduction to stochastic calculus and mathematical finance.続きを見る

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	PARD/20/1	2008		023212008007371		予約・取寄			予約・取寄

一般注記	Includes bibliographical references (p. [295]-296) and index
著者標目	Pardoux, E. (Etienne), 1947-
件　名	LCSH:Markov processes
分　類	LCC:QA274.7 DC22:519.2/33
書誌ID	1001350644
ISBN	9780470772713
NCID	BA88211682
巻冊次	ISBN:9780470772713
登録日	2009.09.18
更新日	2017.10.03