Markov processes for stochastic modeling:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London [u.a.]
Chapman & Hall
1997
|
| Edition: | 1. ed. |
| Series: | Stochastic modeling series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 341 S. graph. Darst. |
| ISBN: | 0412606607 9780412606601 |
Staff View
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Record in the Search Index
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| adam_text | Contents
Preface ix
1 Introduction 1
1.1 Stochastic processes 1
1.2 The Markov property 2
1.3 Some examples 6
1.4 Transition probabilities 13
1.5 The strong Markov property 19
1.6 Exercises 21
2 Discrete time Markov chains 25
2.1 First passage times 25
2.2 Classification of states 30
2.3 Recurrent Markov chains 38
2.4 Finite Markov chains 51
2.5 Time reversible Markov chains 58
2.6 The rate of convergence to stationarity 64
2.7 Absorbing Markov chains and their applications 75
2.8 Lossy Markov chains 84
2.9 Exercises 95
3 Monotone Markov chains 101
3.1 Preliminaries 102
3.2 Distribution classes of interest 112
3.3 Stochastic ordering relations 121
3.4 Monotone Markov chains 129
3.5 Unimodality of transition probabilities 135
3.6 First passage time distributions 142
3.7 Bounds for quasi stationary distributions 147
vi Contents
3.8 Renewal processes in discrete time 150
3.9 Comparability of Markov chains 158
3.10 Exercises 163
4 Continuous time Markov chains 167
4.1 Transition probability functions 167
4.2 Finite Markov chains in continuous time 173
4.3 Denumerable Markov chains in continuous time 183
4.4 Uniformization 195
4.5 More on finite Markov chains 200
4.6 Absorbing Markov chains in continuous time 208
4.7 Calculation of transition probability functions 216
4.8 Stochastic monotonicity 224
4.9 Semi Markov processes 229
4.10 Exercises 235
5 Birth—death processes 243
5.1 Boundary classification 244
5.2 Birth death polynomials 248
5.3 Finite birth death processes 253
5.4 The Karlin McGregor representation theorem 261
5.5 Asymptotics of birth death polynomials 266
5.6 Quasi stationary distributions 271
5.7 The decay parameter 281
5.8 The M/M/l queue 287
5.9 Exercises 290
A Review of matrix theory 295
A.I Nonnegative matrices 295
A.2 ML matrices 298
A.3 Infinite matrices 300
B Generating functions and Laplace transforms 303
B.I Generating functions 303
B.2 Laplace transforms 307
C Total positivity 313
C.I TPr functions 313
C.2 The variation diminishing property 316
References 319
Symbols 329
Contents vii
Author index 331
Subject index 334
|
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| building | Verbundindex |
| bvnumber | BV011293395 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.7.K55 1997 |
| callnumber-search | QA274.7.K55 1997 |
| callnumber-sort | QA 3274.7 K55 41997 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 237 SK 820 |
| ctrlnum | (OCoLC)36253490 (DE-599)BVBBV011293395 |
| dewey-full | 519.23 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.23 |
| dewey-search | 519.23 |
| dewey-sort | 3519.23 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
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| id | DE-604.BV011293395 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:07:17Z |
| institution | BVB |
| isbn | 0412606607 9780412606601 |
| language | English |
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| oclc_num | 36253490 |
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| physical | X, 341 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Chapman & Hall |
| record_format | marc |
| series2 | Stochastic modeling series |
| spelling | Kijima, Masaaki 1957- Verfasser (DE-588)124169015 aut Markov processes for stochastic modeling Masaaki Kijima 1. ed. London [u.a.] Chapman & Hall 1997 X, 341 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Stochastic modeling series Markov-processen gtt Processos estocasticos larpcal Processos markovianos larpcal Waarschijnlijkheidstheorie gtt Markov processes Stochastic processes Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 s Stochastisches Modell (DE-588)4057633-4 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007584962&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kijima, Masaaki 1957- Markov processes for stochastic modeling Markov-processen gtt Processos estocasticos larpcal Processos markovianos larpcal Waarschijnlijkheidstheorie gtt Markov processes Stochastic processes Stochastisches Modell (DE-588)4057633-4 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4134948-9 |
| title | Markov processes for stochastic modeling |
| title_auth | Markov processes for stochastic modeling |
| title_exact_search | Markov processes for stochastic modeling |
| title_full | Markov processes for stochastic modeling Masaaki Kijima |
| title_fullStr | Markov processes for stochastic modeling Masaaki Kijima |
| title_full_unstemmed | Markov processes for stochastic modeling Masaaki Kijima |
| title_short | Markov processes for stochastic modeling |
| title_sort | markov processes for stochastic modeling |
| topic | Markov-processen gtt Processos estocasticos larpcal Processos markovianos larpcal Waarschijnlijkheidstheorie gtt Markov processes Stochastic processes Stochastisches Modell (DE-588)4057633-4 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| topic_facet | Markov-processen Processos estocasticos Processos markovianos Waarschijnlijkheidstheorie Markov processes Stochastic processes Stochastisches Modell Markov-Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007584962&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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