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Markov Chains
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Markov Chains Hardcover - 2013 - 1st Edition

by Sericola

From the rear cover

Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest.

The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the Kolmogorov equations, the convergence to equilibrium and the passage time distributions to a state and to a subset of states. These results are applied to birth-and-death processes. He then proposes a detailed study of the uniformization technique by means of Banach algebra. This technique is used for the transient analysis of several queuing systems.

Details

  • Title Markov Chains
  • Author Sericola
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 410
  • Volumes 1
  • Language ENG
  • Publisher John Wiley & Sons
  • Date 2013-07-22
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • ISBN 9781848214934 / 1848214936
  • Weight 1.65 lbs (0.75 kg)
  • Dimensions 9.3 x 6 x 1.1 in (23.62 x 15.24 x 2.79 cm)
  • Themes
    • Aspects (Academic): Science/Technology Aspects
  • Library of Congress subjects Markov processes
  • Library of Congress Catalog Number 2013936313
  • Dewey Decimal Code 519.233

About the author

Bruno Sericola is a senior Research Scientist at Inria Rennes - Bretagne Atlantique in France. His main research activity is in performance evaluation of computer and communication systems, dependability analysis of fault-tolerant systems and stochastic models.

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Markov Chains: Theory and Applications (Applied Stochastic Methods)
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Markov Chains: Theory and Applications (Applied Stochastic Methods)

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Markov Chains: Theory and Applications

Markov Chains: Theory and Applications

by Bruno Sericola

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Hardback. New. This book presents a thorough treatment of the theory of denumerable Markov chains, both in discrete and in continuous time. In continuous time, it carefully examines the explosion phenomenon and the Kolmogorov equations. It then applies these results to birth and death processes.
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Markov Chains: Theory, Algorithms and Applications
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Markov Chains: Theory, Algorithms and Applications

by Sericola, Bruno

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Iste/Hermes Science Pub, 2013. Hardcover. New. 1st edition. 416 pages. 9.50x6.50x1.00 inches.
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A$283.70
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Markov Chains
Stock Photo: Cover May Be Different

Markov Chains

by Bruno Sericola

  • New
  • Hardcover
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9781848214934 / 1848214936
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Woodside, New York, United States
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John Wiley & Sons , pp. 416 Index. Hardback. New.
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