Texts in Applied Mathematics

Markov Chains

Gibbs Fields, Monte Carlo Simulation and Queues

Autoren: Brémaud, Pierre

Vorschau
  • Thoroughly revises and updates the 1st edition, making it a completely self-contained textbook on Markov chains and stochastic processes
  •  
  • Includes material for basic and advanced courses on Markov Chains, with complementary material on continuous-time Markov chains and Markovian queueing theory
  •  
  • Improves reader-friendliness by including: a shared numbering system for the definitions, theorems and examples; titles for the examples and exercises; blue highlighting of important terms
Weitere Vorteile

Dieses Buch kaufen

eBook 24,60 €
50,28 € (Listenpreis)
Preis für Deutschland (Brutto)
gültig bis 30. Juni 2021
  • ISBN 978-3-030-45982-6
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: PDF
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Hardcover 32,09 €
64,19 € (Listenpreis)
Preis für Deutschland (Brutto)
gültig bis 30. Juni 2021
Über dieses Lehrbuch

This 2nd edition is a thoroughly revised and augmented version of the book with the same title published in 1999. The author begins with the elementary theory of Markov chains and very progressively brings the reader to more advanced topics. He gives a useful review of probability, making 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 is slowly and carefully developed, in order to make self-study easier. The book treats the classical topics of Markov chain theory, both in discrete time and continuous time, as well as connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete-time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory.

The main additions of the 2nd edition are the exact sampling algorithm of Propp and Wilson, the electrical network analogy of symmetric random walks on graphs, mixing times and additional details on the branching process. The structure of the book has been modified in order to smoothly incorporate this new material. Among the features that should improve reader-friendliness, the three main ones are: a shared numbering system for the definitions, theorems and examples; the attribution of titles to the examples and exercises; and the blue highlighting of important terms. 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.

Über die Autor*innen

Pierre Brémaud graduated from the École Polytechnique and obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science at the University of California, Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference books and textbooks. 

Inhaltsverzeichnis (14 Kapitel)

Inhaltsverzeichnis (14 Kapitel)
  • Probability Review

    Seiten 1-62

    Brémaud, Pierre

  • Discrete-Time Markov Chains

    Seiten 63-109

    Brémaud, Pierre

  • Recurrence and Ergodicity

    Seiten 111-144

    Brémaud, Pierre

  • Long-Run Behavior

    Seiten 145-169

    Brémaud, Pierre

  • Discrete-Time Renewal Theory

    Seiten 171-186

    Brémaud, Pierre

Dieses Buch kaufen

eBook 24,60 €
50,28 € (Listenpreis)
Preis für Deutschland (Brutto)
gültig bis 30. Juni 2021
  • ISBN 978-3-030-45982-6
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: PDF
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Hardcover 32,09 €
64,19 € (Listenpreis)
Preis für Deutschland (Brutto)
gültig bis 30. Juni 2021
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Bibliografische Information

Bibliographic Information
Buchtitel
Markov Chains
Buchuntertitel
Gibbs Fields, Monte Carlo Simulation and Queues
Autoren
Titel der Buchreihe
Texts in Applied Mathematics
Buchreihen Band
31
Copyright
2020
Verlag
Springer International Publishing
Copyright Inhaber
Springer Nature Switzerland AG
eBook ISBN
978-3-030-45982-6
DOI
10.1007/978-3-030-45982-6
Hardcover ISBN
978-3-030-45981-9
Buchreihen ISSN
0939-2475
Auflage
2
Seitenzahl
XVI, 557
Anzahl der Bilder
93 schwarz-weiß Abbildungen
Themen