Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues - Couverture rigide

Bremaud, Pierre

Couverture rigide

ISBN 10 : 0387985093 ISBN 13 : 9780387985091

Editeur : Springer-Verlag New York Inc., 1999

Synopsis

This text is an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level. Its primary objective is to initiate the student to the art of stochastic modeling. Mathematical definitions, theorems, proofs, and a number of classroom examples help the student to fully grasp the content of the main results, and problems of varying difficulty are proposed at the end of each chapter. The material is accessible to students who know the basics of probability theory, but a review of probability is included to make the text largely self-contained. It brings students to the borders of current research covering more advanced topics such as Martingales, eigenvalue, Gibbs fields and Monte Carlo techniques.

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 1999
• ISBN 10: 0387985093
• ISBN 13: 9780387985091
• Reliure: Relié
• Langue: anglais
• Numéro d'édition: 1
• Nombre de pages: 444
• Coordonnées du fabricant: non disponible