Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues: 31 - Rilegato

Bremaud, Pierre

Rilegato

ISBN 10: 0387985093 ISBN 13: 9780387985091

Casa editrice: Springer Nature, 1999

Riassunto

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.

Su questo libro

Contenuti:

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

Product Description:

Book by Bremaud Pierre

Su questa edizione

• Editore: Springer Nature
• Data di pubblicazione: 1999
• ISBN 10: 0387985093
• ISBN 13: 9780387985091
• Rilegatura: Copertina rigida
• Numero di pagine: 444