Topics in the Constructive Theory of Countable Markov Chains - Couverture rigide

Fayolle, G.; Malyshev, V. A.; Menshikov, M. V.

 
9780521461979: Topics in the Constructive Theory of Countable Markov Chains
Couverture rigide
ISBN 10 : 0521461979 ISBN 13 : 9780521461979
Editeur : Cambridge University Press, 1995

Synopsis

Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.

Revue de presse

Review of the hardback: 'The monograph is an excellent piece of work that gives an original and alternative view on countable Markov chains.' Mededelingen van het Wiskundig Genootschap

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
1995
Langue
anglais
ISBN 10 
0521461979
ISBN 13 
9780521461979
Reliure
Relié
Nombre de pages
176
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521064477: Topic Constructve Thry Markov Chain

Edition présentée

ISBN 10 :  0521064473 ISBN 13 :  9780521064477
Editeur : Cambridge University Press, 2008
Couverture souple