Hey there! Sign in to join this conversationNew here? Join for free
    • Thread Starter
    Offline

    1
    Hello.

    I am looking for good books/notes that introduce Markov Chains, preferably ones that have a lot of 'exercises' too (the books; I don't expect lecture notes to have questions in them).

    Can anybody recommend any?

    Thank you.



    (Positive reputationz for useful posts. )
    Offline

    13
    ReputationRep:
    A set of notes:1,2,3,4,5,6,7,
    Offline

    15
    ReputationRep:
    Dadeyemi's links look good. If you want to get your hands on a book, my lecturer (also Cambridge) essentially copied and pasted his notes from JR Norris' book on Markov Chains.. It does contain a lot more than a basic introduction but you can read the starting stuff here

    Looking at them, I also rather suspect the lecturer who made the pdfs in Dadeyemi's links also borrowed heavily from Norris!
    Offline

    0
    ReputationRep:
    On a tangent, (not necessarily notes/books), a basic introduction ...

    Offline

    14
    I, too, use Norris. It is okay, but perhaps could do with more discussion.
    • Thread Starter
    Offline

    1
    (Original post by Dadeyemi)
    A set of notes:1,2,3,4,5,6,7,
    These look good. Thank you.
    • Thread Starter
    Offline

    1
    Sorry for bumping this, but does anybody have any exercises/problems on Markov Chains? I have very few and the book (Norris) doesn't have the type of questions that will help me for my exam. They're all quite proof-y, and having looked at past papers for my module, that's not what I need. :holmes:

    I will post a typical problem sheet to give you an idea of what I'm after iff I remember to. :fyi:

    K. Thanks again.
    Offline

    14
    (Original post by elsa_89)
    Sorry for bumping this, but does anybody have any exercises/problems on Markov Chains? I have very few and the book (Norris) doesn't have the type of questions that will help me for my exam. They're all quite proof-y, and having looked at past papers for my module, that's not what I need. :holmes:

    I will post a typical problem sheet to give you an idea of what I'm after iff I remember to. :fyi:

    K. Thanks again.
    There's two example (problem) sheets here: http://www.statslab.cam.ac.uk/~frank/MARKOV/ , no idea if they're suitable. What about just doing past papers from your university? They're the most representative of what will come up.
    Offline

    14
    (Original post by elsa_89)
    Sorry for bumping this, but does anybody have any exercises/problems on Markov Chains? I have very few and the book (Norris) doesn't have the type of questions that will help me for my exam. They're all quite proof-y, and having looked at past papers for my module, that's not what I need. :holmes:

    I will post a typical problem sheet to give you an idea of what I'm after iff I remember to. :fyi:

    K. Thanks again.
    Sheets 1-4: http://www2.warwick.ac.uk/fac/sci/ma.../ma3h2/sheets/
    Offline

    15
    ReputationRep:
    (Original post by elsa_89)
    Sorry for bumping this, but does anybody have any exercises/problems on Markov Chains? I have very few and the book (Norris) doesn't have the type of questions that will help me for my exam. They're all quite proof-y, and having looked at past papers for my module, that's not what I need. :holmes:

    I will post a typical problem sheet to give you an idea of what I'm after iff I remember to. :fyi:

    K. Thanks again.
    hmmm. Now that I think about it, I never got rep for my post recommending Norris as promised in your OP. :p:

    Here's a few exercises (not sure if answers are available or if they are suitable though):
    http://www.stat.psu.edu/~jiali/cours...es/exchap4.pdf
    http://www.stat.berkeley.edu/~aldous/204/hw7.PDF
    http://ceee.rice.edu/Books/LA/markov/markov4.html
    • Thread Starter
    Offline

    1
    Awesome. Thank you. :yy:

    GA- I will do past papers too, but the module has changed drastically this year (it has become part of a bigger, year-long module) and it is therefore not clear whether this year's exam will be like previous years'. Also, there being no sample exam papers for the 'new' module (gay ) means anything could come up, so best to do as many practice questions as possible, methinks. :smartass:

    (Original post by yusufu)
    hmmm. Now that I think about it, I never got rep for my post recommending Norris as promised in your OP. :p:
    What a rep whore. :no:

    (But yes, you're right. Sorry. )
 
 
 
  • See more of what you like on The Student Room

    You can personalise what you see on TSR. Tell us a little about yourself to get started.

  • Poll
    Has a teacher ever helped you cheat?
    Useful resources

    Make your revision easier

    Maths

    Maths Forum posting guidelines

    Not sure where to post? Read the updated guidelines here

    Equations

    How to use LaTex

    Writing equations the easy way

    Student revising

    Study habits of A* students

    Top tips from students who have already aced their exams

    Study Planner

    Create your own Study Planner

    Never miss a deadline again

    Polling station sign

    Thinking about a maths degree?

    Chat with other maths applicants

    Can you help? Study help unanswered threads

    Groups associated with this forum:

    View associated groups
  • See more of what you like on The Student Room

    You can personalise what you see on TSR. Tell us a little about yourself to get started.

  • The Student Room, Get Revising and Marked by Teachers are trading names of The Student Room Group Ltd.

    Register Number: 04666380 (England and Wales), VAT No. 806 8067 22 Registered Office: International House, Queens Road, Brighton, BN1 3XE

    Write a reply...
    Reply
    Hide
    Reputation gems: You get these gems as you gain rep from other members for making good contributions and giving helpful advice.