Ergodicity and Stability of Stochastic Systems - Couverture rigide

Borovkov, A. A.

Couverture rigide

ISBN 10 : 0471979139 ISBN 13 : 9780471979135

Editeur : John Wiley & Sons Ltd, 1998

Synopsis

This text represents an account of ergodicity and the stability of random processes. It explores the important processes of Markov chains (MC) in arbitrary state space, stochastic recursive sequences (SRC), and Markov chains in random environments (MCRI), as well as their continuous time analogues. Special attention is also paid to vector-valued processes and their application to establish conditions of ergodicity in queueing and communication networks like polling networks, Jackson networks and the multi-access networks associated with the ALOHA algorithm.

A propos du livre

Quatrième de couverture

Dedicated to the study of ergodicity and stability of stochastic processes this book provides a thorough and up–to–date investigation of these processes. The author is at the forefront of this growing area of research and presents novel results as well as established ideas. The term "stability" is used in this book to describe continuity properties of stationary distributions with respect to small perturbations of local characteristics. Comprising three parts, the first eloquently demonstrates the general theorems of ergodicity and stability for a comprehensive number of classes of Markov chains, stochastically recursive sequences and their generalizations. Expanding on the introduction, the second part considers ergodicity and stability of multi–dimensional Markov chains and Markov processes. For one–dimensional Markov chains special attention is paid to large deviation problems and transient phenomenon. Drawing upon the results presented throughout the book the final part considers their application in establishing conditions of ergodicity in communication and queueing networks. In particular, two types of polling systems are considered; Jackson networks and buffered random access systems related to the ALOHA algorithm. This text will have broad appeal to statisticians and applied researchers seeking new results in the theory of Markov models and their application.

Présentation de l'éditeur

Translated from Russian, this book is an up–to–date account of ergodicity and of the stability of random processes. Important examples are Markov chains (MC) in arbitrary state space, stochastic recursive sequences (SRC) and MC in random environments (MCRI), as well as their continous time analogues.

Détails de l'édition

• Éditeur: John Wiley & Sons Ltd
• Date d'édition: 1998
• Langue: anglais
• ISBN 10: 0471979139
• ISBN 13: 9780471979135
• Reliure: Relié
• Nombre de pages: 618
• Coordonnées du fabricant: Wiley VCH Verlag GmbH; info@wiley-vch.de; ; Boschstraße 12; Weinheim; Baden-Württemberg; 69469; Allemagne