Overview
- First to provide a solely Kronecker product based treatment of Markov chain analysis
- The subject matter is interdisciplinary and at the intersection of applied mathematics, specifically numerical linear algebra and computational probability, and computer science
- The exposition is concise and rigorous, yet it tries to be complete and touches almost all relevant aspects without being too technical.
- Includes supplementary material: sn.pub/extras
- Includes supplementary material: sn.pub/extras
Part of the book series: SpringerBriefs in Mathematics (BRIEFSMATH)
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Table of contents (6 chapters)
Keywords
About this book
Reviews
From the reviews:
“Dayar’s book on Kronecker products for Markov processes addresses an important topic which, up to now, has not been thoroughly discussed as a single entity in the literature. … The book has numerous examples throughout to illustrate the results and methods which the author presents. … the book is a valuable tool for learning to apply Kronecker representation to continuous time Markov chains.” (Myron Hlynka, Mathematical Reviews, May, 2013)Authors and Affiliations
Bibliographic Information
Book Title: Analyzing Markov Chains using Kronecker Products
Book Subtitle: Theory and Applications
Authors: Tuğrul Dayar
Series Title: SpringerBriefs in Mathematics
DOI: https://doi.org/10.1007/978-1-4614-4190-8
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Tugrul Dayar 2012
Softcover ISBN: 978-1-4614-4189-2Published: 24 July 2012
eBook ISBN: 978-1-4614-4190-8Published: 25 July 2012
Series ISSN: 2191-8198
Series E-ISSN: 2191-8201
Edition Number: 1
Number of Pages: IX, 86
Number of Illustrations: 3 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Numerical Analysis, Probability and Statistics in Computer Science