Continuous-Time Markov Chains: An Applications-Oriented Approach (Springer Series in Statistics)

William J. Anderson

ISBN 10: 0387973699 / ISBN 13: 9780387973692

Published by Springer, 1991

About this Item

Color faded to pale gray at the spine, otherwise a fine, as new hardcover first edition copy, no DJ, 355 pages. Yellow boards.

Seller Inventory # 105270

Bibliographic Details

• Title: Continuous-Time Markov Chains: An Applications-Oriented Approach (Springer Series in Statistics)
• Publisher: Springer
• Publication Date: 1991
• Language: English
• ISBN 10: 0387973699
• ISBN 13: 9780387973692
• Binding: Hardcover
• Edition: 1st Edition
• Condition: Near Fine

About this title

Synopsis

Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology, and competing populations. This is the first book about those aspects of the theory of continuous time Markov chains which are useful in applications to such areas. It studies continuous time Markov chains through the transition function and corresponding q-matrix, rather than sample paths. An extensive discussion of birth and death processes, including the Stieltjes moment problem, and the Karlin-McGregor method of solution of the birth and death processes and multidimensional population processes is included, and there is an extensive bibliography. Virtually all of this material is appearing in book form for the first time.

Synopsis

The point of view is of the applied probabilist and those mathematically literate practitioners in other fields who want to apply continuous-time Markov chains in their research. Markov chains are therefore studied through their transition functions, and not so much their simple paths, and this work serves as a complement to sample path oriented bo