Probabilistic Aspects of Computer Science: Markovian Models
نویسنده
چکیده
These lecture notes present four Markovian models: discrete time Markov chains (DTMC), continous time Markov chains (CTMC), Markov decision processes (MDP) and probabilistic automata (PA). It is addressed for master students and tries as most as possible to be self-contained. However the basics of discrete probability (and additionally the basics of measure and integration for the study of CTMC) are required. Recommended books for french speaking students are [FOA 98, FOA 02]. There are a lot of good books for english speaking students.
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