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Markov Processes for Stochastic Modeling by Masaaki Kijima (English) Hardcover B
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eBay item number:386720597159
Item specifics
- Condition
- Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
- ISBN-13
- 9780412606601
- Book Title
- Markov Processes for Stochastic Modeling
- ISBN
- 9780412606601
- Publication Name
- Markov Processes for Stochastic Modeling
- Item Length
- 9.7in
- Publisher
- Springer
- Publication Year
- 1997
- Series
- Stochastic Modeling Ser.
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Item Height
- 0.7in
- Item Width
- 6.9in
- Item Weight
- 19 Oz
- Number of Pages
- X, 341 Pages
About this product
Product Information
This book presents an algebraic development of the theory of countable state space Markov chains with discrete and continuous time parameters. It emphasizes time-dependent behavior, including first passage times of Markov chains, and provides numerous examples from queueing, reliability, and other models.
Product Identifiers
Publisher
Springer
ISBN-10
0412606607
ISBN-13
9780412606601
eBay Product ID (ePID)
998626
Product Key Features
Publication Name
Markov Processes for Stochastic Modeling
Format
Trade Paperback
Language
English
Publication Year
1997
Series
Stochastic Modeling Ser.
Type
Textbook
Number of Pages
X, 341 Pages
Dimensions
Item Length
9.7in
Item Height
0.7in
Item Width
6.9in
Item Weight
19 Oz
Additional Product Features
Series Volume Number
6
Number of Volumes
1 Vol.
Lc Classification Number
Qa1-939
Table of Content
Introduction: Stochastic processes; the Markov property; some examples; transition probabilities; the strong Markov property; exercises. Discrete-time Markov chains: First time passages; classification of states; recurrent Markov chains; finite Markov chains; time-reversable Markov chains; the rate of convergence to stationary; absorbing Markov chanins and their applications; Lossy Markov chains; exercises. Monotone Markov chains: Preliminaries; distribution classes of interest; stochastic ordering relations; monotone Markov chains; unimodality of transition probabilities; first-passage-time distributions; bounds for quasi-stationary distributions; renewal processes in discrete time; comparability of Markov chains; exercises. Continuous-time Markov chains: transition probability functions; finite Markov chains in continuous time; uniformization; more on finite Markov chains; absorbing Markov chains in continuous time; calculation of transition probability functions; stochastic monotonicity; semi-Markov processes; exercises. Birth-death processes: Boundary classifications; birth-death polynomials; finite birth-death processes; the Karlin-McGregor representation theorem; asymptotics of birth-death polynomials; quasi-stationary distributions; the decay parameter; the M/M/1 queue; exercises. Appendix A Review of matrix theory: Nonnegative matrices; ML-matrices; infinite matrices. Appendix B Generating functions and Laplace transforms: Generating functions; Laplace transforms. Appendix C Total positivity: TP functions; the variation-diminishing property.
Copyright Date
1997
Topic
Probability & Statistics / Stochastic Processes, Computer Science, General
Lccn
96-086521
Dewey Decimal
519.5/42
Intended Audience
Scholarly & Professional
Dewey Edition
20
Illustrated
Yes
Genre
Computers, Mathematics
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eBay item number:386720597159
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excellent book, very useful reference guide, everything arrived in great shape, thanks for the quick shipping
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