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The main additions of the 2nd edition are the exact sampling algorithm of Propp and Wilson, the electrical network analogy of symmetric random walks on graphs, mixing times and additional details on the branching process. The structure of the book has been modified in order to smoothly incorporate this new material. Among the features that should improve reader-friendliness, the three main ones are: a shared numbering system for the definitions, theorems and examples; the attribution of titles to the examples and exercises; and the blue highlighting of important terms. The result is an up-to-date textbook on stochastic processes.
Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant.
The main additions of the 2nd edition are the exact sampling algorithm of Propp and Wilson, the electrical network analogy of symmetric random walks on graphs, mixing times and additional details on the branching process. The structure of the book has been modified in order to smoothly incorporate this new material. Among the features that should improve reader-friendliness, the three main ones are: a shared numbering system for the definitions, theorems and examples; the attribution of titles to the examples and exercises; and the blue highlighting of important terms. The result is an up-to-date textbook on stochastic processes.
Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant.
Thoroughly revises and updates the 1st edition, making it a completely self-contained textbook on Markov chains and stochastic processes
Includes material for basic and advanced courses on Markov Chains, with complementary material on continuous-time Markov chains and Markovian queueing theory
Improves reader-friendliness by including: a shared numbering system for the definitions, theorems and examples; titles for the examples and exercises; blue highlighting of important terms
Preface.- 1 Probability Review.- 2 Discrete-Time Markov Chains.- 3 Recurrence and Ergodicity.- 4 Long-Run Behavior.- 5 Discrete-Time Renewal Theory.- 6 Absorption and Passage Times.- 7 Lyapunov Functions and Martingales.- 8 Random Walks on Graphs.- 9 Convergence Rates.- 10 Markov Fields on Graphs.- 11 Monte Carlo Markov Chains.- 12 Non-homogeneous Markov Chains.- 13 Continuous-Time Markov Chains.- 14 Markovian Queueing Theory.- Appendices.- Bibliography.- Index.
Erscheinungsjahr: | 2020 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Reihe: | Texts in Applied Mathematics |
Inhalt: |
xvi
557 S. 93 s/w Illustr. 557 p. 93 illus. |
ISBN-13: | 9783030459819 |
ISBN-10: | 3030459810 |
Sprache: | Englisch |
Ausstattung / Beilage: | HC runder Rücken kaschiert |
Einband: | Gebunden |
Autor: | Brémaud, Pierre |
Auflage: | 2nd ed. 2020 |
Hersteller: |
Springer Nature Switzerland
Springer International Publishing Texts in Applied Mathematics |
Verantwortliche Person für die EU: | Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de |
Maße: | 241 x 160 x 37 mm |
Von/Mit: | Pierre Brémaud |
Erscheinungsdatum: | 24.05.2020 |
Gewicht: | 1,021 kg |
Thoroughly revises and updates the 1st edition, making it a completely self-contained textbook on Markov chains and stochastic processes
Includes material for basic and advanced courses on Markov Chains, with complementary material on continuous-time Markov chains and Markovian queueing theory
Improves reader-friendliness by including: a shared numbering system for the definitions, theorems and examples; titles for the examples and exercises; blue highlighting of important terms
Preface.- 1 Probability Review.- 2 Discrete-Time Markov Chains.- 3 Recurrence and Ergodicity.- 4 Long-Run Behavior.- 5 Discrete-Time Renewal Theory.- 6 Absorption and Passage Times.- 7 Lyapunov Functions and Martingales.- 8 Random Walks on Graphs.- 9 Convergence Rates.- 10 Markov Fields on Graphs.- 11 Monte Carlo Markov Chains.- 12 Non-homogeneous Markov Chains.- 13 Continuous-Time Markov Chains.- 14 Markovian Queueing Theory.- Appendices.- Bibliography.- Index.
Erscheinungsjahr: | 2020 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Reihe: | Texts in Applied Mathematics |
Inhalt: |
xvi
557 S. 93 s/w Illustr. 557 p. 93 illus. |
ISBN-13: | 9783030459819 |
ISBN-10: | 3030459810 |
Sprache: | Englisch |
Ausstattung / Beilage: | HC runder Rücken kaschiert |
Einband: | Gebunden |
Autor: | Brémaud, Pierre |
Auflage: | 2nd ed. 2020 |
Hersteller: |
Springer Nature Switzerland
Springer International Publishing Texts in Applied Mathematics |
Verantwortliche Person für die EU: | Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de |
Maße: | 241 x 160 x 37 mm |
Von/Mit: | Pierre Brémaud |
Erscheinungsdatum: | 24.05.2020 |
Gewicht: | 1,021 kg |