Libros sobre el tema "Convergence de processus de Markov"
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G, Kurtz Thomas, ed. Markov processes: Characterization and convergence. New York: Wiley, 1986.
Buscar texto completoRoberts, Gareth O. Convergence of slice sampler Markov chains. [Toronto: University of Toronto, 1997.
Buscar texto completoBaxter, John Robert. Rates of convergence for everywhere-positive markov chains. [Toronto, Ont.]: University of Toronto, Dept. of Statistics, 1994.
Buscar texto completoRoberts, Gareth O. Quantitative bounds for convergence rates of continuous time Markov processes. [Toronto]: University of Toronto, Dept. of Statistics, 1996.
Buscar texto completoRoberts, Gareth O. On convergence rates of Gibbs samplers for uniform distributions. [Toronto: University of Toronto, 1997.
Buscar texto completoCowles, Mary Kathryn. Possible biases induced by MCMC convergence diagnostics. Toronto: University of Toronto, Dept. of Statistics, 1997.
Buscar texto completoYuen, Wai Kong. Applications of Cheeger's constant to the convergence rate of Markov chains on Rn. Toronto: University of Toronto, Dept. of Statistics, 1997.
Buscar texto completoCowles, Mary Kathryn. A simulation approach to convergence rates for Markov chain Monte Carlo algorithms. [Toronto]: University of Toronto, Dept. of Statistics, 1996.
Buscar texto completoWirsching, Günther J. The dynamical system generated by the 3n + 1 function. Berlin: Springer, 1998.
Buscar texto completoPetrone, Sonia. A note on convergence rates of Gibbs sampling for nonparametric mixtures. Toronto: University of Toronto, Dept. of Statistics, 1998.
Buscar texto completoAguilera, Servet Martinez. Description ergodique des processus de Markov qui convergent vers l'équilibre associés aux K-systèmes. Grenoble: A.N.R.T. Université Pierre Mendès France Grenoble 2, 1986.
Buscar texto completoGibbs, Alison. Bounding convergence time of the Gibbs sampler in Bayesian image restoration. Toronto: University of Toronto, Dept. of Statistics, 1998.
Buscar texto completoPawar, Akhilesh. Probability And Statistics. New Delhi, India: Campus Books International, 2011.
Buscar texto completoPrigent, Jean-Luc. Weak Convergence of Financial Markets. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003.
Buscar texto completoFoata, Dominique. Processus stochastiques: Processus de Poisson, chaînes de Markov et martingales : cours et exercices corrigeś. Paris: Dunod, 2004.
Buscar texto completoJ, Anderson William. Continuous-time Markov chains: An applications-oriented approach. New York: Springer-Verlag, 1991.
Buscar texto completoPrigent, Jean-Luc. Weak convergence of financial markets: Jean-Luc Prigent. Berlin: Springer, 2003.
Buscar texto completo1938-, Williams D., ed. Diffusions, Markov processes, and martingales. 2a ed. Cambridge, U.K: Cambridge University Press, 2000.
Buscar texto completoDavid, Williams, ed. Diffusions, Markov processes, and martingales: Foundations. Cambridge: Cambridge University Press, 2003.
Buscar texto completoR, Gilks W., Richardson S y Spiegelhalter D. J, eds. Markov chain Monte Carlo in practice. London: Chapman & Hall, 1996.
Buscar texto completoR, Gilks W., Richardson S y Spiegelhalter D. J, eds. Markov chain Monte Carlo in practice. Boca Raton, Fla: Chapman & Hall, 1998.
Buscar texto completoPrabhu, N. U. (Narahari Umanath), 1924- y Tang Loon Ching, eds. Markov-modulated processes & semiregenerative phenomena. Singapore: World Scientific, 2009.
Buscar texto completoGwynne, Ewain. Percolation on uniform quadrangulations and SLE6 on √8/3-Liouville quantum gravity. Paris: Société mathématique de France, 2021.
Buscar texto completoN, Limnios, ed. Semi-Markov chains and hidden semi-Markov models toward applications: Their use in reliability and DNA analysis. New York: Springer, 2008.
Buscar texto completoKurtz, Thomas G. y Stewart N. Ethier. Markov Processes: Characterization and Convergence. Wiley & Sons, Incorporated, John, 2008.
Buscar texto completoKurtz, Thomas G. y Stewart N. Ethier. Markov Processes: Characterization and Convergence. Wiley & Sons, Incorporated, John, 2009.
Buscar texto completoEthier, Stewart N. y Thomas G. Kurtz. Markov Processes: Characterization and Convergence (Wiley Series in Probability and Statistics). Wiley-Interscience, 2005.
Buscar texto completoWitkowski, Bartosz, Michał Bernardelli y Mariusz Próchniak. Economic Growth and Convergence: Global Analysis Through Econometric and Hidden Markov Models. Taylor & Francis Group, 2021.
Buscar texto completoBernardelli, Michal. Economic Growth and Convergence: Global Analysis Through Econometric and Hidden Markov Models. Routledge, Chapman & Hall, Incorporated, 2023.
Buscar texto completoEconomic Growth and Convergence: Global Analysis Through Econometric and Hidden Markov Models. Taylor & Francis Group, 2021.
Buscar texto completoYuen, Wai Kong. Application of geometric bounds to convergence rates of Markov chains and Markov processes on Rn. 2001.
Buscar texto completoFoata, Dominique y Aimé Fuchs. Processus stochastiques, processus de poisson: Chaines de Markov et Martingales. Dunod, 2002.
Buscar texto completoInitiation Aux Mathématiques des Processus de Diffusion, Contagion et Propagation. De Gruyter, Inc., 2020.
Buscar texto completoMeyer, Paul-Andre. Processus de Markov: La Frontiere de Martin. Springer London, Limited, 2007.
Buscar texto completoCont Markov Chains (Pitman Research Notes in Mathematics). Chapman & Hall/CRC, 1991.
Buscar texto completoCoelho, João Paulo, Tatiana M. Pinho y José Boaventura-Cunha. Hidden Markov Models. Taylor & Francis Group, 2021.
Buscar texto completoWalsh, John B. y Kai Lai Chung. Markov Processes, Brownian Motion, and Time Symmetry. Springer London, Limited, 2006.
Buscar texto completoWeak convergence of financial markets: Jean-Luc Prigent. Berlin: Springer, 2003.
Buscar texto completoConstrained Markov decision processes. Boca Raton: Chapman & Hall/CRC, 1999.
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