Markov chains : Gibbs fields, Monte Carlo simulation, and queues. Texts in applied mathematics ; 31

Brémaud, Pierre:

ISBN 10: 0387985093 / ISBN 13: 9780387985091

Editore: New York ; Berlin ; Heidelberg ; Barcelona ; Hong Kong ; London ; Milan ; Paris ; Singapore ; Tokyo : Springer, 1999

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XVIII, 444 S. : graph. Darst. ; 25 cm In EXCELLENT shape. We offer a lot of books on PHYSICS and MATHEMATICS on stock in EXCELLENT shape). Sprache: Englisch Gewicht in Gramm: 1100. Codice articolo 307584

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Titolo: Markov chains : Gibbs fields, Monte Carlo ...

Casa editrice: New York ; Berlin ; Heidelberg ; Barcelona ; Hong Kong ; London ; Milan ; Paris ; Singapore ; Tokyo : Springer

Data di pubblicazione: 1999

Legatura: Pp.

Condizione: Wie neu

Edizione: prima edizione

Descrizione articolo

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.

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