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Author: G. Fayolle
Publisher: Cambridge University Press
Published: 1995-05-18
Total Pages: 184
ISBN-13: 9780521461979
DOWNLOAD EBOOKProvides methods of analysing Markov chains based on Lyapunov functions.
Author: Randal Douc
Publisher: Springer
Published: 2018-12-11
Total Pages: 758
ISBN-13: 3319977040
DOWNLOAD EBOOKThis book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeper than that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.
Author: J. R. Norris
Publisher: Cambridge University Press
Published: 1998-07-28
Total Pages: 260
ISBN-13: 1107393477
DOWNLOAD EBOOKMarkov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.
Author: David Freedman
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 150
ISBN-13: 1461382300
DOWNLOAD EBOOKA long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. I soon had two hundred pages of manuscript and my publisher was enthusiastic. Some years and several drafts later, I had a thousand pages of manuscript, and my publisher was less enthusiastic. So we made it a trilogy: Markov Chains Brownian Motion and Diffusion Approximating Countable Markov Chains familiarly - MC, B & D, and ACM. I wrote the first two books for beginning graduate students with some knowledge of probability; if you can follow Sections 10.4 to 10.9 of Markov Chains, you're in. The first two books are quite independent of one another, and completely independent of this one, which is a monograph explaining one way to think about chains with instantaneous states. The results here are supposed to be new, except when there are specific disclaimers. It's written in the framework of Markov chains; we wanted to reprint in this volume the MC chapters needed for reference. but this proved impossible. Most of the proofs in the trilogy are new, and I tried hard to make them explicit. The old ones were often elegant, but I seldom saw what made them go. With my own, I can sometimes show you why things work. And, as I will argue in a minute, my demonstrations are easier technically. If I wrote them down well enough, you may come to agree.
Author: Pierre Bremaud
Publisher: Springer Science & Business Media
Published: 2013-03-09
Total Pages: 456
ISBN-13: 1475731248
DOWNLOAD EBOOKPrimarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
Author: Pierre Brémaud
Publisher: Springer Nature
Published: 2020-05-23
Total Pages: 557
ISBN-13: 3030459829
DOWNLOAD EBOOKPrimarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
Author: Alejandro F. Ramírez
Publisher: Springer
Published: 2014-06-16
Total Pages: 178
ISBN-13: 149390339X
DOWNLOAD EBOOKThis volume features selected and peer-reviewed articles from the Pan-American Advanced Studies Institute (PASI). The chapters are written by international specialists who participated in the conference. Topics include developments based on breakthroughs in the mathematical understanding of phenomena describing systems in highly inhomogeneous and disordered media, including the KPZ universality class (describing the evolution of interfaces in two dimensions), random walks in random environment and percolative systems. PASI fosters a collaboration between North American and Latin American researchers and students. The conference that inspired this volume took place in January 2012 in both Santiago de Chile and Buenos Aires. Researchers and graduate students will find timely research in probability theory, statistical physics and related disciplines.
Author: Guy Latouche
Publisher: World Scientific
Published: 2002-06-12
Total Pages: 433
ISBN-13: 9814488240
DOWNLOAD EBOOKMatrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensively used in the modelling and performance analysis of computer systems, telecommunication networks, network protocols and many other stochastic systems of current commercial and engineering interest.This volume deals with: (1) various aspects of the theory of block-structured Markov chains; (2) analysis of complex queueing models; and (3) parameter estimation and specific applications to such areas as cellular mobile systems, FS-ALOHA, the Internet and production systems.
Author: Ramon Puigjaner
Publisher: Springer
Published: 2003-06-26
Total Pages: 388
ISBN-13: 3540680616
DOWNLOAD EBOOKThe need to evaluate computer and communication systems performance and dependability is continuously growing as a consequence of both the increasing complexity of systems and the user requirements in terms of timing behaviour. The 10th International Conference on Modelling Techniques and Tools for C- puter Performance Evaluation, held in Palma in September 1998, was organised with the aim of creating a forum in which both theoreticians and practitioners could interchange recent techniques, tools, and experiences in these areas. This meeting follows the predecessor conferences of this series: 1984 Paris 1988 Palma 1994 Wien 1985 Sophia Antipolis 1991 Torino 1995 Heidelberg 1987 Paris 1992 Edinburgh 1997 Saint Malo The tradition of this conference series continued this year where many high quality papers were submitted. The Programme Committee had a di cult task in selecting the best papers. Many ne papers could not be included in the program due to space constraints. All accepted papers are included in this volume. Also, a set of submissions describing performance modelling tools was transformed into tool presentations and demonstrations. A brief description of these tools is included in this volume. The following table gives the overall statistics for the submissions.
Author: G.R. Grimmett
Publisher: Springer Science & Business Media
Published: 2013-04-17
Total Pages: 334
ISBN-13: 9401583269
DOWNLOAD EBOOKThis volume describes the current state of knowledge of random spatial processes, particularly those arising in physics. The emphasis is on survey articles which describe areas of current interest to probabilists and physicists working on the probability theory of phase transition. Special attention is given to topics deserving further research. The principal contributions by leading researchers concern the mathematical theory of random walk, interacting particle systems, percolation, Ising and Potts models, spin glasses, cellular automata, quantum spin systems, and metastability. The level of presentation and review is particularly suitable for postgraduate and postdoctoral workers in mathematics and physics, and for advanced specialists in the probability theory of spatial disorder and phase transition.
