Texts in Applied Mathematics

Markov Chains

Gibbs Fields, Monte Carlo Simulation and Queues

Authors: Brémaud, Pierre

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  • 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
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書籍の購入

イーブック ¥6,738
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-45982-6
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: PDF
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
  • ご購入後、すぐにダウンロードしていただけます。
ハードカバー ¥8,423
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-45981-9
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
この教本について

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.

著者について

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. 

Table of contents (14 chapters)

Table of contents (14 chapters)

書籍の購入

イーブック ¥6,738
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-45982-6
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: PDF
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
  • ご購入後、すぐにダウンロードしていただけます。
ハードカバー ¥8,423
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-45981-9
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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書誌情報

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
2020
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
イーブック ISBN
978-3-030-45982-6
DOI
10.1007/978-3-030-45982-6
ハードカバー ISBN
978-3-030-45981-9
Series ISSN
0939-2475
Edition Number
2
Number of Pages
XVI, 557
Number of Illustrations
93 b/w illustrations
Topics

*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works are not included.