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 Stochastic Flows and Applicationsby 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.
(10600 views)
Probability Theory and Stochastic Processes with Applicationsby Oliver Knill - Overseas Press
This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, and more.
(13713 views)
Advanced Stochastic Processesby Jan A. Van Casteren - Bookboon
In this book, which is basically self-contained, the following topics are treated thoroughly: Brownian motion as a Gaussian process, Brownian motion as a Markov process, Brownian motion as a martingale, Markov chains, renewal theory, etc.
(9335 views)
Lectures on Stochastic Processesby K. Ito - Tata Institute of Fundamental Research
The book discusses the elementary parts of Stochastic Processes from the view point of Markov Processes. Topics: Markov Processes; Srong Markov Processes; Multi-dimensional Brownian Motion; Additive Processes; Stochastic Differential Equations; etc.
(14063 views)