عنوان

Markov Chains and Stochastic Stability

شابک

9781447132677

شابک

9781447132691

شماره

dltt

عنوان اصلي

Markov Chains and Stochastic Stability

نام عام مواد

[Book]

نام نخستين پديدآور

by Sean P. Meyn, Richard L. Tweedie.

محل نشرو پخش و غیره

London :

نام ناشر، پخش کننده و غيره

Springer London,

تاریخ نشرو بخش و غیره

1993.

عنوان فروست

Communications and Control Engineering Series,

شاپا ي ISSN فروست

0178-5354

متن يادداشت

Contents: Communication and Regeneration: Heuristics -- Markov Models -- Transition Probabilities -- Irreducibility -- Pseudo-atoms -- Topology and Continuity -- Nonlinear State Space Model -- Stability Structures: Transience and Recurrence -- Harris and Topological Recurrence -- The Existence of + -- Drift and Regularity -- Invariance and Tightness. Convergence: Ergodicity -- f-Ergodicity and f-Regularity -- Geometric Ergodicity -- V-Uniform Ergodicity -- Sample Paths and Limit Theorems -- Positivity -- Generalised Classification Criteria. Appendices: Mud Maps -- Testing for Stability -- Glossary of Model Assumptions -- Mathematical Background.

بدون عنوان

0

متن يادداشت

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.

شماره استاندارد بين المللي کتاب و موسيقي

9781447132691

عنوان

Springer eBooks

موضوع مستند نشده

Engineering mathematics.

موضوع مستند نشده

Engineering.

موضوع مستند نشده

Telecommunication.

مستند نام اشخاص تاييد نشده

Meyn, Sean P.

مستند نام اشخاص تاييد نشده

Tweedie, Richard L.

مستند نام تنالگان تاييد نشده

SpringerLink (Online service)

تاريخ عمليات

20190307155300.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y