Markov Chains and Stochastic Stability - Brossura

Meyn, Sean

Brossura

ISBN 10: 0521731828 ISBN 13: 9780521731829

Casa editrice: Cambridge University Press, 2009

Riassunto

Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.

Su questo libro

Recensione:

'This second edition remains true to the remarkable standards of scholarship established by the first edition ... it will no doubt be a very welcome addition to the literature.' Peter W. Glynn, Prologue to the Second Edition

Descrizione del libro:

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.

Su questa edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2009
• ISBN 10: 0521731828
• ISBN 13: 9780521731829
• Rilegatura: Copertina flessibile
• Numero edizione: 2
• Numero di pagine: 624