<p><B>Markov Chains and Stochastic Stability</B> is part of the <I>Communications and Control Engineering Series</I> (<I>CCES</I>) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over
Markov Chains and Stochastic Stability
โ Scribed by S.P. Meyn
- Publisher
- Springer-Verlag New York Inc.
- Year
- 1993
- Tongue
- English
- Leaves
- 557
- Series
- Communications & Control
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
The area of Markov chain theory and application has matured over the past 20 years. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the use to be gained, concentrating on the areas of engineering, operations research and control theory. Throughout, the theme of stochastic stability and the search for practical methods of verifying such stability, provide a new and powerful technique which not only affects applications, but also the development of the theory itself. The impact of the theory on specific models is discussed in detail.
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<p><B>Markov Chains and Stochastic Stability</B> is part of the <I>Communications and Control Engineering Series</I> (<I>CCES</I>) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over
Meyn & Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algo