Introduction to the numerical solution of Markov chains /, Stewart, William J.,

Автор: Stroock Daniel W.
Название: An Introduction to Markov Processes
ISBN: 3540234519 ISBN-13(EAN): 9783540234517
Издательство: Springer
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Цена: 8384.00 р.
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Описание: This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. A whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium.

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes and Martingales
ISBN: 0521775930 ISBN-13(EAN): 9780521775939
Издательство: Cambridge Academ
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Цена: 11563.00 р.
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Описание: This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

Автор: Ching Wai-Ki, Ng Michael K.
Название: Markov Chains: Models, Algorithms and Applications
ISBN: 0387293353 ISBN-13(EAN): 9780387293356
Издательство: Springer
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Цена: 13270.00 р.
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Описание: Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This title outlines developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, and many other practical systems.