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Markov Chains : Gibbs Fields, Monte Carlo Simulation, and Queues /

In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from ca...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Brémaud, Pierre
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York, 1999.
Colección:Texts in applied mathematics ; 31.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Markov Chains :  |b Gibbs Fields, Monte Carlo Simulation, and Queues /  |c by Pierre Brémaud. 
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505 0 |a Preface -- Probability Review -- Discrete-Time Markov Models -- Recurrence and Ergodicity -- Long Run Behavior -- Lyapunov Functions and Martingales -- Eigenvalues and Nonhomogeneous Markov Chains -- Gibbs Fields and Monte Carlo Simulation -- Continuous-Time Markov Models -- Poisson Calculus and Queues -- Appendix -- Bibliography -- Author Index -- Subject Index. 
520 |a In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics are slowly and carefully developed, in order to make self-study easier. The author treats the classic topics of Markov chain theory, both in discrete time and continuous time, as well as the connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete- time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The result is an up-to-date textbook on stochastic processes. Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant. 
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