Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues (Texts in Applied Mathematics): 31 - Livro de bolso

EAN (ISBN-13): 9781441931313
ISBN (ISBN-10): 1441931317
Livro de capa dura
Livro de bolso
Ano de publicação: 2010
Editor/Editora: Springer
464 Páginas
Peso: 0,841 kg
Língua: eng/Englisch

Livro na base de dados desde 2010-04-05T17:35:38-03:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2023-07-26T03:15:27-03:00 (Sao Paulo)
Número ISBN/EAN: 9781441931313

Número ISBN - Ortografia alternativa:
1-4419-3131-7, 978-1-4419-3131-3
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: bremaud pierre
Título do livro: monte carlo simulation, markov chains gibbs fields

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Dados da editora

Autor: Pierre Bremaud
Título: Texts in Applied Mathematics; Markov Chains - Gibbs Fields, Monte Carlo Simulation, and Queues
Editora: Springer; Springer US
444 Páginas
Ano de publicação: 2010-12-01
New York; NY; US
Impresso / Feito em
Peso: 0,863 kg
Língua: Inglês
60,94 € (DE)
62,65 € (AT)
86,58 CHF (CH)
Not available, publisher indicates OP

BC; Previously published in hardcover; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Monte Carlo Simulation; Markov Chains; Markov model; Stochastic modelling; Martingale; electrical engineering; regenerative process; Stochastic model; modeling; Markov; simulation; operations research; ergodicity; linear optimization; stochastic process; B; Probability Theory and Stochastic Processes; Operations Research/Decision Theory; Electrical Engineering; Mathematics and Statistics; Stochastik; Unternehmensforschung; Management: Entscheidungstheorie; Elektrotechnik; BB; BB

Preface * 1 Probability Review * 2 Discrete Time Markov Models * 3 Recurrence and Ergodicity * 4 Long Run Behavior * 5 Lyapunov Functions and Martingales * 6 Eigenvalues and Nonhomogeneous Markov Chains * 7 Gibbs Fields and Monte Carlo Simulation * 8 Continuous-Time Markov Models 9 Poisson Calculus and Queues * Appendix * Bibliography * Author Index * Subject Index
This text is an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level. Its primary objective is to initiate the student to the art of stochastic modeling. Mathematical definitions, theorems, proofs, and a number of classroom examples help the student to fully grasp the content of the main results, and problems of varying difficulty are proposed at the end of each chapter. The material is accessible to students who know the basics of probability theory, but a review of probability is included to make the text largely self-contained. It brings students to the borders of current research covering more advanced topics such as Martingales, eigenvalue, Gibbs fields and Monte Carlo techniques.