Buch
Markov Chains
-Gibbs Fields, Monte Carlo Simulation and Queues-Pierre Brémaud
64,19
EUR
Lieferzeit 12-13 Tage
Übersicht
Verlag | : | Springer International Publishing |
Buchreihe | : | Texts in Applied Mathematics (Bd. 31) |
Sprache | : | Englisch |
Erschienen | : | 24. 05. 2020 |
Seiten | : | 557 |
Einband | : | Gebunden |
Höhe | : | 235 mm |
Breite | : | 155 mm |
ISBN | : | 9783030459819 |
Sprache | : | Englisch |
Autorinformation
Pierre Brémaud graduated from the École Polytechnique and obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science at the University of California, Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference books and textbooks. 
Inhaltsverzeichnis
Preface.- 1 Probability Review.- 2 Discrete-Time Markov Chains.- 3 Recurrence and Ergodicity.- 4 Long-Run Behavior.- 5 Discrete-Time Renewal Theory.- 6 Absorption and Passage Times.- 7 Lyapunov Functions and Martingales.- 8 Random Walks on Graphs.- 9 Convergence Rates.- 10 Markov Fields on Graphs.- 11 Monte Carlo Markov Chains.- 12 Non-homogeneous Markov Chains.- 13 Continuous-Time Markov Chains.- 14 Markovian Queueing Theory.- Appendices.- Bibliography.- Index.