Markov Chains and Stochastic Stability

Sean P. Meyn

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Language: English

Published by Springer, 2012

1447132696 / 9781447132691

Series: Book 22 of 27 - Cambridge Mathematical Library

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Druck auf Anfrage Neuware - Printed after ordering - Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) 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 the past 20 years into something more accessible and complete. It is of increasing interest and importance. 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. This does not only affect applications but also the development of the theory itself. The impact of the theory on specific models is discussed in detail, in order to provide examples as well as to demonstrate the importance of these models. Markov Chains and Stochastic Stability can be used as a textbook on applied Markov chain theory, provided that one concentrates on the main aspects only. It is also of benefit to graduate students with a standard background in countable space stochastic models. Finally, the book can serve as a research resource and active tool for practitioners.…

Seller Inventory # 9781447132691

Title
Markov Chains and Stochastic Stability
Author
Sean P. Meyn
Publisher
Springer
Publication year
2012
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1447132696
ISBN 13
9781447132691
Item weight
710 grams
Dimensions
216x140x31 mm
Series
Book 22 of 27: Cambridge Mathematical Library

AHA-BUCH GmbH

Einbeck, Germany

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