Non-Homogeneous Markov Chains and Systems: Theory and Applications

by P.-C.G. Vassiliou

English | 2022 | ISBN: 978-1138034525 | 473 pages | True PDF | 6.56 MB

Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results.