Markov Chain Models - Rarity and Exponentiality
Language: English
Published by Springer, Copernicus Apr 1979, 1979
- Softcover
- New
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This item is printed on demand - Print on Demand Titel. Neuware -in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly. O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure ( 2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = [Pmn(t)] ¿ P[N(t) = n I N(O) = m] pet) = exp [-vt(I - a )] (0.1.1) v where v > Max r v ' and mn m n law ~ 1 - v-I \* Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N ¿ k Time-reversibility ( 1.3, 2.4, 2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 204 pp. Englisch. …
Seller Inventory # 9780387904054
- Title
- Markov Chain Models - Rarity and Exponentiality
- Author
- J. Keilson
- Publisher
- Springer, Copernicus Apr 1979
- Publication year
- 1979
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 0387904050
- ISBN 13
- 9780387904054
- Item weight
- 318 grams
- Dimensions
- 235x155x12 mm
"Synopsis" may belong to another edition of this title.
buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
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