Markov Chains and Stochastic Stability
Language: English
Published by Cambridge University Press, GB, 2009
- Softcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 122.85
Quantity: Over 20 available
Add to basketItem description from seller
Meyn and 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 algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.
Seller Inventory # LU-9780521731829
- Title
- Markov Chains and Stochastic Stability
- Author
- Sean Meyn, Richard L. Tweedie
- Publisher
- Cambridge University Press, GB
- Publication year
- 2009
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0521731828
- ISBN 13
- 9780521731829
- Edition
- 2nd.
- Item weight
- 1,120 grams
- Dimensions
- 16.99 x 3.58 x 24.41 cm
- Series
- Book 22 of 27: Cambridge Mathematical Library
"Synopsis" may belong to another edition of this title.
About the Author
Richard L. Tweedie was Professor and Head of the Division of Biostatistics at the University of Minnesota before his death in 2001.
"About the title" may belong to another edition of this title.
Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
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