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Texts in Applied Mathematics

Markov Chains

Gibbs Fields, Monte Carlo Simulation, and Queues

Authors: Bremaud, Pierre

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eBook $54.99
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  • ISBN 978-1-4757-3124-8
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Hardcover $74.95
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  • ISBN 978-0-387-98509-1
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Softcover $74.95
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  • ISBN 978-1-4419-3131-3
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About this Textbook

In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics are slowly and carefully developed, in order to make self-study easier. The author treats the classic topics of Markov chain theory, both in discrete time and continuous time, as well as the connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete- time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The result is an up-to-date textbook on stochastic processes. Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant.

Table of contents (9 chapters)

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-1-4757-3124-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $74.95
price for USA
  • ISBN 978-0-387-98509-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $74.95
price for USA
  • ISBN 978-1-4419-3131-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Markov Chains
Book Subtitle
Gibbs Fields, Monte Carlo Simulation, and Queues
Authors
Series Title
Texts in Applied Mathematics
Series Volume
31
Copyright
1999
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4757-3124-8
DOI
10.1007/978-1-4757-3124-8
Hardcover ISBN
978-0-387-98509-1
Softcover ISBN
978-1-4419-3131-3
Series ISSN
0939-2475
Edition Number
1
Number of Pages
XVIII, 444
Topics