Topics in the Constructive Theory of Countable Markov Chains (English, G. Fayolle | V. a. Malyshev | M. V. Menshikov)
by G. Fayolle | V. a. Malyshev | M. V. Menshikov
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521064477
ISBN-10
0521064473
Author
G. Fayolle | V. a. Malyshev | M. V. Menshikov
About the Book
Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used for example in performance modeling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods,…
ISBN: 9780521064477
ISBN-13: 9780521064477
ISBN-10: 0521064473
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G. Fayolle | V. a. Malyshev | M. V. Menshikov is the author of Topics in the Constructive Theory of Countable Markov Chains. Browse more books by G. Fayolle | V. a. Malyshev | M. V. Menshikov on GlowMirror.
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Product ID: isbn-9780521064477
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