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11 Models for Stochastic Processes
- 11.1 Continuous-Time Markov Chains
- 11.2 Realization of the Process
- 11.3 Discrete-Time Markov Chains
- 11.4 Examples of Stochastic Processes
- 11.5 Assessment of Stochastic Models
- 11.6 Exercises
- Bibliography
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Models
Stochastic
Processes
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12 Discrete-Time Markov Chains
- 12.1 Transition Matrix
- 12.2 Multi-Step Transitions
- 12.3 Steady-State Solutions
- 12.4 Economic Analysis
- 12.5 Applications
- 12.6 Exercises
- Bibliography
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Models
Discrete
Time Markov Chains
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Problems
DTMC
Problems |
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Computation
Dynamic
Programming Add-ins
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13 Mathematics of Discrete-Time
Markov Chains
- 13.1 State-Transition Probabilities
- 13.2 Classification of States
- 13.3 Multi-Step Transition Matrix
- 13.4 Transient Probability Vector
- 13.5 Steady-State Probabilities
- 13.6 Economic Analysis
- 13.7 First Passage Times
- 13.8 Absorbing State Probabilities
- 13.9 Exercises
- Bibliography
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Computation
Stochastic
Analysis Add-in
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