Logo

Markov Chains and Stochastic Stability

Large book cover: Markov Chains and Stochastic Stability

Markov Chains and Stochastic Stability
by

Publisher: Springer
ISBN/ASIN: 0521731828
Number of pages: 567

Description:
This book describes the modern theory of general state space Markov chains, and the application of that theory to operations research, time series analysis, and systems and control theory. It is intended as an advanced graduate text in any of these areas, as well as being a research monograph incorporating a new and thorough treatment of the stability of general Markov chains. Many of the theoretical results appear here for the first time, and much of the theory and the models which are used to illustrate the theory, and to provide extensions of the theory in special cases, have not previously been brought together in book form. This book thus provides a readable account of the development over the last two decades of a fundamental and applicable area of stochastic processes, and as such will be of value not only in probability theory but in the many discplines where these models form the basis of analysis.

Home page url

Download or read it online for free here:
Download link
(7.1MB, PDF)

Similar books

Book cover: Random Matrix Models and Their ApplicationsRandom Matrix Models and Their Applications
by - Cambridge University Press
The book covers broad areas such as topologic and combinatorial aspects of random matrix theory; scaling limits, universalities and phase transitions in matrix models; universalities for random polynomials; and applications to integrable systems.
(12375 views)
Book cover: Probability and Statistics for Geophysical ProcessesProbability and Statistics for Geophysical Processes
by - National Technical University of Athens
Contents: The utility of probability; Basic concepts of probability; Elementary statistical concepts; Special concepts of probability theory in geophysical applications; Typical univariate statistical analysis in geophysical processes; etc.
(3123 views)
Book cover: Probability and Statistics CookbookProbability and Statistics Cookbook
by
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
(14864 views)
Book cover: Theory of Probability: A Historical EssayTheory of Probability: A Historical Essay
by - arXiv.org
This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. The book covers an extremely wide field, and is targeted at the same readers as any other book on history of science.
(3315 views)