MARC Record from marc_columbia

LEADER: 04023cam a2200637Ma 4500
001 15114565
005 20220501000742.0
006 m o d
007 cr cn|||||||||
008 160919s2002 flua ob 001 0 eng d
035 $a(OCoLC)ocn958800419
035 $a(NNC)15114565
040 $aCRCPR$beng$cCRCPR$dOCLCO$dOCLCF$dOCLCQ$dN$T$dNLE$dUKMGB$dSTF$dK6U$dOCLCO
015 $aGBB7C6974$2bnb
016 7 $a018428404$2Uk
020 $a9781482285918$q(electronic bk.)
020 $a1482285916$q(electronic bk.)
035 $a(OCoLC)958800419
037 $aTANDF_377018$bIngram Content Group
050 14 $aQA274.5$b.B3513 2002
072 7 $aMAT$x003000$2bisacsh
072 7 $aMAT$x029000$2bisacsh
082 04 $a519.287$bB177
049 $aZCUA
100 1 $aBaldi, Paolo,$d1948-
240 10 $aMartingales et chaînes de Markov.$lEnglish
245 10 $aMartingales and Markov chains :$bsolved exercises and elements of theory /$cPaolo Baldi, Laurent Mazliak, Pierre Priouret.
260 $aBoca Raton :$bChapman & Hall/CRC,$c©2002.
300 $a1 online resource (vi, 192 pages) :$billustrations
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
504 $aIncludes bibliographical references (pages 189-190) and index.
505 0 $a1. Conditional expectation -- 2. Stochastic processes -- 3. Martingales -- 4. Markov chains.
520 3 $aA thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students' understanding of theoretical principles and prepare them to tackle real problems.In addition to a quick but thorough exposition of the theory, Martingales and Markov Chains: Solved Exercises and Elements of Theory presents, more than 100 exercises related to martingales and Markov chains with a countable state space, each with a full and detailed solution. The authors begin with a review of the basic notions of conditional expectations and stochastic processes, then set the stage for each set of exercises by recalling the relevant elements of the theory. The exercises range in difficulty from the elementary, requiring use of the basic theory, to the more advanced, which challenge the reader's initiative. Each section also contains a set of problems that open the door to specific applications.Designed for senior undergraduate- and graduate level students, this text goes well beyond merely offering hints for solving the exercises, but it is much more than just a solutions manual. Within its solutions, it provides frequent references to the relevant theory, proposes alternative ways of approaching the problem, and discusses and compares the arguments involved.
650 0 $aMartingales (Mathematics)
650 0 $aMartingales (Mathematics)$vProblems, exercises, etc.
650 0 $aMarkov processes.
650 0 $aMarkov processes$vProblems, exercises, etc.
650 2 $aMarkov Chains
650 6 $aMartingales (Mathématiques)
650 6 $aMartingales (Mathématiques)$vProblèmes et exercices.
650 6 $aProcessus de Markov.
650 6 $aProcessus de Markov$vProblèmes et exercices.
650 7 $aMATHEMATICS / Applied$2bisacsh
650 7 $aMATHEMATICS / Probability & Statistics / General$2bisacsh
650 7 $aMarkov processes.$2fast$0(OCoLC)fst01010347
650 7 $aMartingales (Mathematics)$2fast$0(OCoLC)fst01010880
655 0 $aElectronic books.
655 4 $aElectronic books.
655 7 $aProblems and exercises.$2fast$0(OCoLC)fst01423783
700 1 $aMazliak, Laurent.
700 1 $aPriouret, P.$q(Pierre),$d1939-
776 08 $iPrint version:$z9781584883296$z9780849317248$z1584883294
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio15114565$zTaylor & Francis eBooks
852 8 $blweb$hEBOOKS