Continuous-Time Markov Chains: An Applications-Oriented Approach (Springer Series in Statistics)

William J. Anderson

ISBN 10: 0387973699 / ISBN 13: 9780387973692

Editore: Springer, 1991

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Color faded to pale gray at the spine, otherwise a fine, as new hardcover first edition copy, no DJ, 355 pages. Yellow boards.

Codice articolo 105270

Dati bibliografici

• Titolo: Continuous-Time Markov Chains: An Applications-Oriented Approach (Springer Series in Statistics)
• Editore: Springer
• Data di pubblicazione: 1991
• Lingua: Inglese
• ISBN 10: 0387973699
• ISBN 13: 9780387973692
• Rilegatura: Hardcover
• Edizione: 1st Edition
• Condizione: Near Fine

Descrizione articolo

Riassunto

Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology, and competing populations. This is the first book about those aspects of the theory of continuous time Markov chains which are useful in applications to such areas. It studies continuous time Markov chains through the transition function and corresponding q-matrix, rather than sample paths. An extensive discussion of birth and death processes, including the Stieltjes moment problem, and the Karlin-McGregor method of solution of the birth and death processes and multidimensional population processes is included, and there is an extensive bibliography. Virtually all of this material is appearing in book form for the first time.

Contenuti

Contents: Transition Functions and Resolvents.- Existence and Uniqueness of Q-Functions.- Examples of Continuous Time Markov Chains.- More on the Uniqueness Problem.- Classification of States and Invariant Measures.- Strong and Exponential Ergodicity.- Reversibility, Monotonictity, and Other Properties.- Birth and Death Processes.- Population Processes.- Bibliography.- Symbol Index.- Author Index.- Subject Index.