E-Book, Englisch, Band 31, 444 Seiten, eBook
Reihe: Texts in Applied Mathematics
Bremaud Markov Chains
1999
ISBN: 978-1-4757-3124-8
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
Gibbs Fields, Monte Carlo Simulation, and Queues
E-Book, Englisch, Band 31, 444 Seiten, eBook
Reihe: Texts in Applied Mathematics
ISBN: 978-1-4757-3124-8
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Zielgruppe
Lower undergraduate
Autoren/Hrsg.
Weitere Infos & Material
Preface * 1 Probability Review * 2 Discrete Time Markov Models * 3 Recurrence and Ergodicity * 4 Long Run Behavior * 5 Lyapunov Functions and Martingales * 6 Eigenvalues and Nonhomogeneous Markov Chains * 7 Gibbs Fields and Monte Carlo Simulation * 8 Continuous-Time Markov Models 9 Poisson Calculus and Queues * Appendix * Bibliography * Author Index * Subject Index
