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: Introduction to Probability Theory and Statistics for LinguisticsIntroduction to Probability Theory and Statistics for Linguistics
by - UCLA
Contents: Basic Probability Theory (Conditional Probability, Random Variables, Limit Theorems); Elements of Statistics (Estimators, Tests, Distributions, Correlation and Covariance, Linear Regression, Markov Chains); Probabilistic Linguistics.
(6730 views)
Book cover: A Minimum of Stochastics for ScientistsA Minimum of Stochastics for Scientists
by - Caltech
The book introduces students to the ideas and attitudes that underlie the statistical modeling of physical, chemical, biological systems. The text contains material the author have tried to convey to an audience composed mostly of graduate students.
(6985 views)
Book cover: Lectures on Probability, Statistics and EconometricsLectures on Probability, Statistics and Econometrics
by - statlect.com
This e-book is organized as a website that provides access to a series of lectures on fundamentals of probability, statistics and econometrics, as well as to a number of exercises on the same topics. The level is intermediate.
(7696 views)
Book cover: Lectures on Noise Sensitivity and PercolationLectures on Noise Sensitivity and Percolation
by - arXiv
The goal of this set of lectures is to combine two seemingly unrelated topics: (1) The study of Boolean functions, a field particularly active in computer science; (2) Some models in statistical physics, mostly percolation.
(6372 views)