Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1999
|
| Schriftenreihe: | Texts in Applied Mathematics
31 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics are slowly and carefully developed, in order to make self-study easier. The author treats the classic topics of Markov chain theory, both in discrete time and continuous time, as well as the connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete- time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The result is an up-to-date textbook on stochastic processes. Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant |
| Beschreibung: | 1 Online-Ressource (XVIII, 445 p) |
| ISBN: | 9781475731248 9781441931313 |
| ISSN: | 0939-2475 |
| DOI: | 10.1007/978-1-4757-3124-8 |
Internformat
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| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4757-3124-8 |
| format | Electronic eBook |
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| spelling | Brémaud, Pierre Verfasser aut Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues by Pierre Brémaud New York, NY Springer New York 1999 1 Online-Ressource (XVIII, 445 p) txt rdacontent c rdamedia cr rdacarrier Texts in Applied Mathematics 31 0939-2475 In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics are slowly and carefully developed, in order to make self-study easier. The author treats the classic topics of Markov chain theory, both in discrete time and continuous time, as well as the connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete- time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The result is an up-to-date textbook on stochastic processes. Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant Mathematics Distribution (Probability theory) Computer engineering Operations research Probability Theory and Stochastic Processes Operation Research/Decision Theory Electrical Engineering Mathematik Markov-Kette (DE-588)4037612-6 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf 1\p (DE-588)4123623-3 Lehrbuch gnd-content Markov-Kette (DE-588)4037612-6 s Stochastischer Prozess (DE-588)4057630-9 s 2\p DE-604 https://doi.org/10.1007/978-1-4757-3124-8 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Brémaud, Pierre Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues Mathematics Distribution (Probability theory) Computer engineering Operations research Probability Theory and Stochastic Processes Operation Research/Decision Theory Electrical Engineering Mathematik Markov-Kette (DE-588)4037612-6 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4037612-6 (DE-588)4057630-9 (DE-588)4123623-3 |
| title | Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues |
| title_auth | Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues |
| title_exact_search | Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues |
| title_full | Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues by Pierre Brémaud |
| title_fullStr | Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues by Pierre Brémaud |
| title_full_unstemmed | Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues by Pierre Brémaud |
| title_short | Markov Chains |
| title_sort | markov chains gibbs fields monte carlo simulation and queues |
| title_sub | Gibbs Fields, Monte Carlo Simulation, and Queues |
| topic | Mathematics Distribution (Probability theory) Computer engineering Operations research Probability Theory and Stochastic Processes Operation Research/Decision Theory Electrical Engineering Mathematik Markov-Kette (DE-588)4037612-6 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Computer engineering Operations research Probability Theory and Stochastic Processes Operation Research/Decision Theory Electrical Engineering Mathematik Markov-Kette Stochastischer Prozess Lehrbuch |
| url | https://doi.org/10.1007/978-1-4757-3124-8 |
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