Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues (Texts in Applied Mathematics): 31 - edizione con copertina flessibile

EAN (ISBN-13): 9781441931313
ISBN (ISBN-10): 1441931317
Copertina rigida
Copertina flessibile
Anno di pubblicazione: 2010
Editore: Springer
464 Pagine
Peso: 0,841 kg
Lingua: eng/Englisch

Libro nella banca dati dal 2010-04-05T22:35:38+02:00 (Zurich)
Pagina di dettaglio ultima modifica in 2023-07-26T08:15:27+02:00 (Zurich)
ISBN/EAN: 1441931317

ISBN - Stili di scrittura alternativi:
1-4419-3131-7, 978-1-4419-3131-3
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : bremaud pierre
Titolo del libro: monte carlo simulation, markov chains gibbs fields

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Dati dell'editore

Autore: Pierre Bremaud
Titolo: Texts in Applied Mathematics; Markov Chains - Gibbs Fields, Monte Carlo Simulation, and Queues
Editore: Springer; Springer US
444 Pagine
Anno di pubblicazione: 2010-12-01
New York; NY; US
Stampato / Fatto in
Peso: 0,863 kg
Lingua: Inglese
60,94 € (DE)
62,65 € (AT)
86,58 CHF (CH)
Not available, publisher indicates OP

BC; Previously published in hardcover; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Monte Carlo Simulation; Markov Chains; Markov model; Stochastic modelling; Martingale; electrical engineering; regenerative process; Stochastic model; modeling; Markov; simulation; operations research; ergodicity; linear optimization; stochastic process; B; Probability Theory and Stochastic Processes; Operations Research/Decision Theory; Electrical Engineering; Mathematics and Statistics; Stochastik; Unternehmensforschung; Management: Entscheidungstheorie; Elektrotechnik; BB; BB

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
This text is an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level. Its primary objective is to initiate the student to the art of stochastic modeling. Mathematical definitions, theorems, proofs, and a number of classroom examples help the student to fully grasp the content of the main results, and problems of varying difficulty are proposed at the end of each chapter. The material is accessible to students who know the basics of probability theory, but a review of probability is included to make the text largely self-contained. It brings students to the borders of current research covering more advanced topics such as Martingales, eigenvalue, Gibbs fields and Monte Carlo techniques.