Pierre Bremaud
Springer New York
1e druk, 2001
9780387985091
Markov Chains
Gibbs Fields, Monte Carlo Simulation, and Queues
Specificaties
Gebonden, 445 blz.
|
Engels
Springer New York |
1e druk, 2001
ISBN13: 9780387985091
Rubricering
Onderdeel van serie
Texts in Applied Mathematics
Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780387985091
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:445
Uitgever:Springer New York
Druk:1
Inhoudsopgave
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