John van der Hoek (University of South Australia), Robert J. Elliott (University of Calgary)

Broschiertes Buch

Introduction to Hidden Semi-Markov Models

Beschreibung

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject, developing the theory of Markov and semi-Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates.

Autor

John van der Hoek is an Associate Professor at the University of South Australia. He has authored papers in partial differential equations, free boundary value problems, numerical analysis, stochastic analysis, actuarial science and mathematical finance. With Robert Elliott he co-authored Binomial Methods in Finance.

Produktdetails

• London Mathematical Society Lecture Note Series
• Verlag: Cambridge University Press
• Seitenzahl: 186
• Erscheinungstermin: 8. März 2019
• Englisch
• Abmessung: 229mm x 152mm x 10mm
• Gewicht: 290g
• ISBN-13: 9781108441988
• ISBN-10: 110844198X
• Artikelnr.: 49136098