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: Correlation and CausalityCorrelation and Causality
by - John Wiley & Sons Inc
This text is a general introduction to the topic of structural analysis. It presumes no previous acquaintance with causal analysis. It is general because it covers all the standard, as well as a few nonstandard, statistical procedures.
(16959 views)
Book cover: Design of Comparative ExperimentsDesign of Comparative Experiments
by - Cambridge University Press
This book develops a coherent framework for thinking about factors that affect experiments and their relationships, including the use of Hasse diagrams. The book is ideal for advanced undergraduate and beginning graduate courses.
(23548 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.
(19805 views)
Book cover: Bayesian Spectrum Analysis and Parameter EstimationBayesian Spectrum Analysis and Parameter Estimation
by - Springer
This work is a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis.
(18087 views)