**Reversibility and Stochastic Networks**

by F.P. Kelly

**Publisher**: John Wiley and Sons Ltd 1979**ISBN/ASIN**: 1107401151**Number of pages**: 233

**Description**:

Examines the behavior in equilibrium of vector stochastic processes or stochastic networks, considering a wide range of applications by discussing stochastic models that arise in fields such as operational research, biology, and polymer science. Reviews the concept of reversibility, including material necessary to establish terminology and notation. Explains such uses as the study of the output from a queue, the flow of current in a conductor, the age of an allele, and the equilibrium distribution of a polymerization process. Also examines the extent to which the assumption of reversibility can be relaxed without destroying the associated tractability. Requires an understanding of Markov processes.

Download or read it online for free here:

**Download link**

(multiple formats)

## Similar books

**Lectures on Topics in Stochastic Differential Equations**

by

**Daniel W. Stroock**-

**Tata Institute of Fundamental Research**

The author's purpose in these lectures was to provide some insight into the properties of solutions to stochastic differential equations. In order to read these notes, one need only know the basic Ito theory of stochastic integrals.

(

**5234**views)

**Lectures on Stochastic Flows and Applications**

by

**H. Kunita**-

**Tata Institute Of Fundamental Research**

The author presents basic properties of stochastic flows, specially of Brownian flows and their relations with local characteristics and with stochastic differential equations. Various limit theorems for stochastic flows are presented.

(

**4943**views)

**Introduction to Stochastic Processes**

by

**Gordan Žitković**-

**The University of Texas at Austin**

Contents: Probability review; Mathematica in 15 minutes; Stochastic Processes; Simple random walk; Generating functions; Random walks - advanced methods; Branching processes; Markov Chains; The 'Stochastics' package; Classification of States; etc.

(

**3775**views)

**Markov Chains and Stochastic Stability**

by

**S.P. Meyn, R.L. Tweedie**-

**Springer**

The book on the theory of general state space Markov chains, and its application to time series analysis, operations research and systems and control theory. An advanced graduate text and a monograph treating the stability of Markov chains.

(

**16374**views)