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Markov Chains and Markov Jump Processes

Kumar, Guddu (2014) Markov Chains and Markov Jump Processes. Masters thesis, Indian Institute of Science Education and Research Kolkata.

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    Abstract

    A Markov process is a random process in which the future is independent of the past, given the present. Thus, Markov processes are the natural stochastic analogs of the deterministic processes described by differential and difference equations. They form one of the most important classes of random processes. This thesis is about Markov Chains, Martinle, Markov Chain Monte Carlo (MCMC), Markov Processes and Second Order Processes.

    Item Type: Thesis (Masters)
    Additional Information: Supervisor: Prof. Asok Kumar Nanda
    Uncontrolled Keywords: Markov Chain Monte Carlo; MCMC; Markov Chains; Markov Process; Martinle; Random Process; Second Order Processes
    Subjects: Q Science > QA Mathematics
    Divisions: Department of Mathematics and Statistics
    Depositing User: IISER Kolkata Librarian
    Date Deposited: 19 Jan 2015 13:13
    Last Modified: 19 Jan 2015 13:14
    URI: http://eprints.iiserkol.ac.in/id/eprint/238

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