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:
Mathematics.
Distribution (Probability theory)
Computer engineering.
Operations research.
Computer organization.
Mathématiques.
Distribution (Théorie des probabilités)
Ordinateurs > Conception et construction.
Recherche opérationnelle.
mathematics.
applied mathematics.
distribution (statistics-related concept)
Computer organization
Computer engineering
Mathematics
Operations research
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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