Continuous-time Markov chains and applications: a two-time-scale approach
This book discusses continuous-time Markov chains and applications. Using a singular perturbation approach, it presents a systematic treatment of singularly perturbed systems that naturally arise in queueing theory, control and optimization, and manufacturing systems. It gathers a number of ideas in...
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York, NY [u.a.]
Springer
2013
|
| Edition: | 2. ed. |
| Series: | Stochastic modelling and applied probability
37 |
| Subjects: | |
| Summary: | This book discusses continuous-time Markov chains and applications. Using a singular perturbation approach, it presents a systematic treatment of singularly perturbed systems that naturally arise in queueing theory, control and optimization, and manufacturing systems. It gathers a number of ideas in Markov chains and singular perturbations that are scattered throughout the literature. It presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. The emphasis is on Markov chains with weak and strong interactions and structural properties. Much of the content is an outgrowth of the authors' recent research. Some of the results have not appeared elsewhere. This book will be an important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimization. |
| Physical Description: | XXI, 427 S. |
| ISBN: | 9781461443452 |
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MARC
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| 490 | 1 | |a Stochastic modelling and applied probability |v 37 | |
| 520 | 3 | |a This book discusses continuous-time Markov chains and applications. Using a singular perturbation approach, it presents a systematic treatment of singularly perturbed systems that naturally arise in queueing theory, control and optimization, and manufacturing systems. It gathers a number of ideas in Markov chains and singular perturbations that are scattered throughout the literature. It presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. The emphasis is on Markov chains with weak and strong interactions and structural properties. Much of the content is an outgrowth of the authors' recent research. Some of the results have not appeared elsewhere. This book will be an important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimization. | |
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Record in the Search Index
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| any_adam_object | |
| author | Yin, George 1954- Zhang, Qing |
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| dewey-full | 519.2/33 519.2/3321 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/33 519.2/33 21 |
| dewey-search | 519.2/33 519.2/33 21 |
| dewey-sort | 3519.2 233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
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| id | DE-604.BV040573467 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:26:24Z |
| institution | BVB |
| isbn | 9781461443452 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025401135 |
| oclc_num | 820419157 |
| open_access_boolean | |
| owner | DE-384 DE-83 DE-11 DE-29T DE-188 |
| owner_facet | DE-384 DE-83 DE-11 DE-29T DE-188 |
| physical | XXI, 427 S. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Springer |
| record_format | marc |
| series | Stochastic modelling and applied probability |
| series2 | Stochastic modelling and applied probability |
| spelling | Yin, George 1954- Verfasser (DE-588)115596798 aut Continuous-time Markov chains and applications a two-time-scale approach G. George Yin ; Qing Zhang 2. ed. New York, NY [u.a.] Springer 2013 XXI, 427 S. txt rdacontent n rdamedia nc rdacarrier Stochastic modelling and applied probability 37 This book discusses continuous-time Markov chains and applications. Using a singular perturbation approach, it presents a systematic treatment of singularly perturbed systems that naturally arise in queueing theory, control and optimization, and manufacturing systems. It gathers a number of ideas in Markov chains and singular perturbations that are scattered throughout the literature. It presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. The emphasis is on Markov chains with weak and strong interactions and structural properties. Much of the content is an outgrowth of the authors' recent research. Some of the results have not appeared elsewhere. This book will be an important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimization. Controleleer gtt Markov-processen gtt Markov processes Perturbation (Mathematics) Markov-Kette mit stetiger Zeit (DE-588)4272650-5 gnd rswk-swf Singuläre Störung (DE-588)4055100-3 gnd rswk-swf Markov-Kette mit stetiger Zeit (DE-588)4272650-5 s Singuläre Störung (DE-588)4055100-3 s DE-604 Zhang, Qing Verfasser aut Erscheint auch als Online-Ausgabe 978-1-4614-4346-9 Stochastic modelling and applied probability 37 (DE-604)BV019623501 37 |
| spellingShingle | Yin, George 1954- Zhang, Qing Continuous-time Markov chains and applications a two-time-scale approach Stochastic modelling and applied probability Controleleer gtt Markov-processen gtt Markov processes Perturbation (Mathematics) Markov-Kette mit stetiger Zeit (DE-588)4272650-5 gnd Singuläre Störung (DE-588)4055100-3 gnd |
| subject_GND | (DE-588)4272650-5 (DE-588)4055100-3 |
| title | Continuous-time Markov chains and applications a two-time-scale approach |
| title_auth | Continuous-time Markov chains and applications a two-time-scale approach |
| title_exact_search | Continuous-time Markov chains and applications a two-time-scale approach |
| title_full | Continuous-time Markov chains and applications a two-time-scale approach G. George Yin ; Qing Zhang |
| title_fullStr | Continuous-time Markov chains and applications a two-time-scale approach G. George Yin ; Qing Zhang |
| title_full_unstemmed | Continuous-time Markov chains and applications a two-time-scale approach G. George Yin ; Qing Zhang |
| title_short | Continuous-time Markov chains and applications |
| title_sort | continuous time markov chains and applications a two time scale approach |
| title_sub | a two-time-scale approach |
| topic | Controleleer gtt Markov-processen gtt Markov processes Perturbation (Mathematics) Markov-Kette mit stetiger Zeit (DE-588)4272650-5 gnd Singuläre Störung (DE-588)4055100-3 gnd |
| topic_facet | Controleleer Markov-processen Markov processes Perturbation (Mathematics) Markov-Kette mit stetiger Zeit Singuläre Störung |
| volume_link | (DE-604)BV019623501 |
| work_keys_str_mv | AT yingeorge continuoustimemarkovchainsandapplicationsatwotimescaleapproach AT zhangqing continuoustimemarkovchainsandapplicationsatwotimescaleapproach |