Markov Chains

Gibbs Fields, Monte Carlo Simulation, and Queues

Serie: Texts in Applied Mathematics 31

Markov Chains

Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. Les mer
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Vår pris: 844,-

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Leveringstid: Usikker levering*
*Vi bestiller varen fra forlag i utlandet. Dersom varen finnes, sender vi den så snart vi får den til lager
På grunn av Brexit-tilpasninger og tiltak for å begrense covid-19 kan det dessverre oppstå forsinket levering

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Markov Chains

Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.

Preface * 1 Probability Review * 2 Discrete Time Markov Models * 3 Recurrence and Ergodicity * 4 Long Run Behavior * 5 Lyapunov Functions and Martingales * 6 Eigenvalues and Nonhomogeneous Markov Chains * 7 Gibbs Fields and Monte Carlo Simulation * 8 Continuous-Time Markov Models 9 Poisson Calculus and Queues * Appendix * Bibliography * Author Index * Subject Index

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