markov chain models rarity di keilson (24 risultati)

Softcover. Condizione: Bon. Ancien livre de bibliothèque. Edition 1979. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Edition 1979. Ammareal gives back up to 15% of this item's net price to charity organizations.

Broschiert. Condizione: Gut. 184 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 360.

Condizione: Fair. Volume 28. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:0387904050.

Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Condizione: New. 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.

Condizione: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:0387904050.

Broschiert. Condizione: Sehr gut. Applied Mathematical Sciences, Band 28. Zust: Gutes Exemplar. XIII, 184 Seiten, Englisch 348g.

Condizione: New.

Paperback. Condizione: Very Good. Type: Book N.B. Small plain label to inside front cover. Top right corner of front cover rubbed and creased.

Condizione: New. In.

Condizione: New.

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.

Condizione: As New. Unread book in perfect condition.

PF. Condizione: New.

Condizione: New. pp. 208.

Condizione: New.

Paperback. Condizione: new. Paperback. 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 (1.3, 2.4, 2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class. in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an overA 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 matA 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. AO.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure (A2.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)] a 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 a k Time-reversibility (A1.3, A2.4, A2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-revers Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Paperback. First Edition Thus [1979]; First Printing, so stated. Near Fine in Wraps: shows only the most minute indications of use, but the book has been covered with clear plastic adhesive paper (this was done exceptionally carefully - even expertly): the plastic cover shows only the mildest rubbing; former owner's name at the front endpaper; else flawless. The binding is square and secure; the text is clean. Very close to 'As New'. NOT a Remainder, Book-Club, or Ex-Library. 8vo. (9.25 x 6 x 0.5 inches). xiii, 184 pages. Language: English. Weight: 12.9 ounces. Applied Mathematical Sciences 28. Academic Press Paperback. First Edition Thus [1979]; First Printing, so stated.

Paperback. Condizione: new. Paperback. 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 (1.3, 2.4, 2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class. in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an overA 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 matA 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. AO.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure (A2.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)] a 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 a k Time-reversibility (A1.3, A2.4, A2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-revers Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 204 pp. Englisch.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 ( 1.3, 2.4, 2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 204 pp. Englisch.

Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 329.

Condizione: New. Print on Demand pp. 208 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Condizione: New. PRINT ON DEMAND pp. 208.