Topics in the Constructive Theory of Countable Markov Chains - No Information Available

Topics in the Constructive Theory of Countable Markov Chains

By: No Information Available

Hardcover | 17 July 1995

At a Glance

Hardcover


RRP $227.95

$199.75

12%OFF

or 4 interest-free payments of $49.94 with

 or 

Ships in 7 to 10 business days

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, which are on the whole original and new, 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.
Industry Reviews
From the hardback review: 'The monograph is an excellent piece of work that gives an original and alternative view on countable Markov chains.' Mededelingen van het Wiskundig Genootschap

Other Editions and Formats

Paperback

Published: 25th August 2008

More in Probability & Statistics

Sampling Theory and Practice - Casey Murphy
Practical Statistics - Nancy Maxwell

$479.75

Foundations of Statistics - Everett Davies
Psychology Statistics For Dummies : For Dummies - Donncha Hanna

RRP $43.95

$31.75

28%
OFF
Introduction to Probability : 2nd edition - Joseph K. Blitzstein

RRP $154.00

$130.90

15%
OFF
The Maths Book : Big Ideas Simply Explained - DK

RRP $42.99

$33.99

21%
OFF
Speed : How it Explains the World - Vaclav Smil

RRP $36.99

$29.75

20%
OFF
The Art of Statistics : Learning from Data - David Spiegelhalter

RRP $26.99

$22.99

15%
OFF
Technical Analysis of Stock Trends - Robert D. Edwards

RRP $75.99

$64.59

15%
OFF
Psychology Statistics For Dummies : For Dummies - Donncha Hanna

RRP $49.95

$38.75

22%
OFF