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Descrizione libro Condizione: New. *FREE DOMESTIC SHIPPING until Monday, June 17* xiii, 184 pp., Paperback, NEW!! - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1299510
Descrizione libro Soft Cover. Condizione: new. Codice articolo 9780387904054
Descrizione libro Condizione: New. Codice articolo ABLIING23Feb2215580173734
Descrizione libro Condizione: New. Codice articolo 671290-n
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9780387904054_lsuk
Descrizione libro Condizione: New. Codice articolo 671290-n
Descrizione libro Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9780387904054
Descrizione libro Condizione: New. Series: Applied Mathematical Sciences. Num Pages: 198 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 233 x 155 x 11. Weight in Grams: 299. . 1979. Softcover reprint of the original 1st ed. 1979. paperback. . . . . Codice articolo V9780387904054
Descrizione libro Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly.O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure (2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = [Pmn(t)] - P[N(t) = n I N(O) = m] pet) = exp [-vt(I - a )] (0.1.1) v where v > Max r v ' and mn m n law ~ 1 - v-I \* Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N - k Time-reversibility (1.32.42.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class. Codice articolo 9780387904054
Descrizione libro Condizione: New. Codice articolo 5911670