This book focuses on the theory and applications of discrete-time two-time-scale Markov chains. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms s
Discrete-time Markov Chains: Two-time-scale Methods and Applications
β Scribed by G. George Yin, Qing Zhang
- Publisher
- Springer
- Year
- 2005
- Tongue
- English
- Leaves
- 354
- Series
- Stochastic Modelling and Applied Probability
- Category
- Library
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<P>This book focuses on the theory and applications of discrete-time two-time-scale Markov chains. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithm
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Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries.- Markovian models.- Two-Time-Scale Markov Chains: Asymptotic Expansions of Solutions for Forward Equations.- Occupation Measures: Asymptotic Properties and Ramification.- Asymptotic Expansions of Solutions for Backwa
βIn this brief we consider some stochastic models that may be used to study problems related toΒ environmental matters, in particular, air pollution.Β The impact of exposure toΒ air pollutants on people's health is a very clear and well documented subject. Therefore, it is veryΒ important to obtain way