Topics in the Constructive Theory of Countable Markov Chains (Paperback)

Language: English

Published by Cambridge University Press, Cambridge, 2008

0521064473 / 9780521064477

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Seller: CitiRetail, Stevenage, United KingdomCitiRetail

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Paperback. Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations. The main point of the present book is to provide methods of analysing Markov chains based on Lyapunov functions. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

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Title
Topics in the Constructive Theory of Countable Markov Chains (Paperback)
Author
G. Fayolle
Publisher
Cambridge University Press, Cambridge
Publication year
2008
Condition
new
Binding
Paperback
Language
English
ISBN 10
0521064473
ISBN 13
9780521064477
Edition
1st Edition

CitiRetail

Stevenage, United Kingdom

5-star seller

AbeBooks seller since June 29, 2022

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