eBook - ePub

Markov Chains

Name: Markov Chains
ISBN: 9781118731536

Theory and Applications

Bruno Sericola,

English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Markov Chains

Theory and Applications

Bruno Sericola,

About this book

Markov Chains: Theory and Applications

Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest.

The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the Kolmogorov equations, the convergence to equilibrium and the passage time distributions to a state and to a subset of states. These results are applied to birth-and-death processes. He then proposes a detailed study of the uniformization technique by means of Banach algebra. This technique is used for the transient analysis of several queuing systems.

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Yes, you can access Markov Chains by Bruno Sericola in PDF and/or ePUB format, as well as other popular books in Mathématiques & Mathématiques appliquées. We have over one million books available in our catalogue for you to explore.