**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 Differential Equations and Malliavin Calculus**

by

**S. Watanabe**-

**Tata Institute of Fundamental Research**

The author's main purpose in these lectures was to study solutions of stochastic differential equations as Wiener functionals and apply to them some infinite dimensional functional analysis. This idea was due to P. Malliavin.

(

**9863**views)

**Probability Theory and Stochastic Processes with Applications**

by

**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.

(

**11920**views)

**Lectures on Stochastic Processes**

by

**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.

(

**12127**views)

**Stochastic Differential Equations: Models and Numerics**

by

**Anders Szepessy, et al.**-

**KTH**

The goal of this course is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and finance. Typically, these problems require numerical methods to obtain a solution.

(

**7584**views)