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Discrete Probability Models and Methods
Probability on Graphs and Trees, Markov Chains and Random Fields, Entropy and Coding
Sofort lieferbar | Lieferzeit: Sofort lieferbar I
ISBN-13:
9783319434766
Veröffentl:
2017
Seiten:
559
Autor:
Pierre Brémaud
Serie:
78, Probability Theory and Stochastic Modelling
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
The level of the book is that of a beginning graduate course. It is self-contained, the prerequisites consisting merely of basic calculus (series) and basic linear algebra (matrices). The reader is not assumed to be trained in probability since the first chapters give in considerable detail the background necessary to understand the rest of the book.
Introduction.- 1.Events and probability.- 2.Random variables.- 3.Bounds and inequalities.- 4.Almost-sure convergence.- 5.Coupling and the variation distance.- 6.The probabilistic method.- 7.Codes and trees.- 8.Markov chains.- 9.Branching trees.- 10.Markov fields on graphs.- 11.Random graphs.- 12.Recurrence of Markov chains.- 13.Random walks on graphs.- 14.Asymptotic behaviour of Markov chains.- 15.Monte Carlo sampling.- 16. Convergence rates.- Appendix.- Bibliography.
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