Vishwakarma, Pradeep (2022) Study of Markov Chains and Their Connection with Martingales. Masters thesis, Indian Institute of Science Education and Research Kolkata.
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Text (MS dissertation of Pradeep Vishwakarma (17MS171))
17MS171_Thesis_file.pdf - Submitted Version Restricted to Repository staff only Download (634kB) |
Official URL: https://www.iiserkol.ac.in
Abstract
Markov chains and martingales are a particular type of stochastic processes that have a wide range of applications in a variety of scientific domains. In this report, We have covered the theory of discrete-time and continuous-time Markov chains and their strong connection with martingales, and some of their applications. 4
| Item Type: | Thesis (Masters) |
|---|---|
| Additional Information: | Supervisor: Prof. Asok Kumar Nanda |
| Uncontrolled Keywords: | Continuous-Time Markov Chains; Discrete-Time Markov Chains; Markov Chains; Markov Process; Martingales; Stochastic Processes |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Department of Mathematics and Statistics |
| Depositing User: | IISER Kolkata Librarian |
| Date Deposited: | 10 Oct 2023 09:02 |
| Last Modified: | 10 Oct 2023 09:02 |
| URI: | http://eprints.iiserkol.ac.in/id/eprint/1401 |
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