Logo

Reversibility and Stochastic Networks

Large book cover: Reversibility and Stochastic Networks

Reversibility and Stochastic Networks
by

Publisher: John Wiley and Sons Ltd
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.

Home page url

Download or read it online for free here:
Download link
(multiple formats)

Similar books

Book cover: Probability Theory and Stochastic Processes with ApplicationsProbability Theory and Stochastic Processes with Applications
by - 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.
(12200 views)
Book cover: Synchronization and Linearity: An Algebra for Discrete Event SystemsSynchronization and Linearity: An Algebra for Discrete Event Systems
by - John Wiley & Sons
Presents new modelling and analysis techniques for the description of discrete event dynamic systems. Created within the text is a calculus which allows the derivation of analytical tools for computing the time behavior of this type of system.
(13943 views)
Book cover: Applied Stochastic Processes in Science and EngineeringApplied Stochastic Processes in Science and Engineering
by - University of Waterloo
This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. A senior undergraduate course offered to students with a suitably mathematical background.
(8169 views)
Book cover: Stochastic Differential Equations: Models and NumericsStochastic Differential Equations: Models and Numerics
by - 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.
(7859 views)