Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach: v.37 (Stochastic Modelling and Applied Probability) - Hardcover

Yin, George; Zhang, Qing

Hardcover

ISBN 10: 0387982442 ISBN 13: 9780387982441

Publisher: Springer-Verlag New York Inc., 1997

Synopsis

Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.

About this title

Product Description

The book considers the main growth-related phenomena occurring during epitaxial growth, such as thermal etching, doping, segregation of the main elements and impurities, coexistence of several phases at the crystal surface and segregation-enhanced diffusion.It is complete with tables, graphs and figures, which allow fast determination of suitable growth parameters for practical applications.

Synopsis

This is author-approved bcc which should be copy-edited: This book discusses continuous-time Markov chains and applications. Using a singular perturbation approach, it presents a systematic treatment of singularly perturbed systems that naturally arise in queueing theory, control and optimization, and manufacturing systems. It gathers a number of ideas in Markov chains and singular perturbations which are scattered throughout the literature. It presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. The emphasis is on Markov chains with weak and strong interactions and structural properties. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications in controlled dynamic systems, production planning, and numerical methods for control and optimization. It aims at the reduction of dimensionality for problems under Markovian disturbances and provides tools for dealing with large -scale and complex real-world problems. Much of the content is an outgrowth of the authors' recent research.

Some of the results have not appeared elsewhere. The book will be an important reference for researchers in applied mathematics, probabilty and stochatic processes, operations research, control theory, and optimization.

Edition details

• Publisher: Springer-Verlag New York Inc.
• Publication date: 1997
• ISBN 10: 0387982442
• ISBN 13: 9780387982441
• Binding: Hardcover
• Language: English
• Number of pages: 387