"Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical exam…
This book provides an undergraduate introduction to discrete andcontinuous-time Markov chains and their applications. A large focus is placed on the first step analysistechnique and its applications to average hitting times and ruin probabilities. Classical topics such as recurr…
Sobre la base de una amplia investigación de los autores en el análisis de datos longitudinales categóricas latentes Modelos de Markov para datos longitudinales se centra en la formulación de modelos de Markov latentes y la utilización práctica de estos modelos. Numerosos ejempl…
Essentials of Brownian motion and diffusion
