Markov Chains - Pierre Bremaud

Markov Chains

Gibbs Fields, Monte Carlo Simulation, and Queues

(Autor)

Buch | Softcover
444 Seiten
2010 | Softcover reprint of hardcover 1st ed. 1999
Springer-Verlag New York Inc.
978-1-4419-3131-3 (ISBN)
60,94 inkl. MwSt
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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. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
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

Reihe/Serie Texts in Applied Mathematics ; 31
Zusatzinfo XVIII, 444 p.
Verlagsort New York, NY
Sprache englisch
Maße 160 x 240 mm
Gewicht 863 g
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Technik Elektrotechnik / Energietechnik
Wirtschaft Betriebswirtschaft / Management
ISBN-10 1-4419-3131-7 / 1441931317
ISBN-13 978-1-4419-3131-3 / 9781441931313
Zustand Neuware
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