Communications and Control Engineering

Markov Chains and Stochastic Stability

Authors: Meyn, Sean P., Tweedie, Richard L.

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  • ISBN 978-1-4471-3267-7
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About this book

Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over the past 20 years into something more accessible and complete. It is of increasing interest and importance. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the use to be gained, concentrating on the areas of engineering, operations research and control theory. Throughout, the theme of stochastic stability and the search for practical methods of verifying such stability, provide a new and powerful technique. This does not only affect applications but also the development of the theory itself. The impact of the theory on specific models is discussed in detail, in order to provide examples as well as to demonstrate the importance of these models. Markov Chains and Stochastic Stability can be used as a textbook on applied Markov chain theory, provided that one concentrates on the main aspects only. It is also of benefit to graduate students with a standard background in countable space stochastic models. Finally, the book can serve as a research resource and active tool for practitioners.

Table of contents (19 chapters)

Table of contents (19 chapters)

Buy this book

eBook $129.00
price for USA in USD
  • ISBN 978-1-4471-3267-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $169.99
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Markov Chains and Stochastic Stability
Authors
Series Title
Communications and Control Engineering
Copyright
1993
Publisher
Springer-Verlag London
Copyright Holder
Springer-Verlag London Limited
eBook ISBN
978-1-4471-3267-7
DOI
10.1007/978-1-4471-3267-7
Softcover ISBN
978-1-4471-3269-1
Series ISSN
0178-5354
Edition Number
1
Number of Pages
XVI, 550
Number of Illustrations
10 b/w illustrations
Topics