Graham, C.

Markov chains : analytic and Monte Carlo computations / Carl Graham, CNRS and Ecole Polytechnique, Palaiseau, France. - xvi, 232 pages : illustrations ; 24 cm. - Wiley series in probability and statistics Wiley-Dunod series . - Wiley series in probability and statistics. Wiley-Dunod series. .

Includes bibliographical references (page 195) and index.

9781118517079 RM427.80


Markov processes.
Monte Carlo method.
Numerical calculations.