Markov Chains and Stochastic Stability
eBook - PDF

Markov Chains and Stochastic Stability

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Markov Chains and Stochastic Stability

About this book

Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.

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Yes, you can access Markov Chains and Stochastic Stability by Sean Meyn,Richard L. Tweedie in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Information

Table of contents

  1. Cover
  2. Title
  3. Copyright
  4. Contents
  5. List of figures
  6. Prologue to the second edition
  7. Preface to the second edition
  8. Preface to the first edition (1993)
  9. Part I COMMUNICATION and REGENERATION
  10. Part II STABILITY STRUCTURES
  11. Part III CONVERGENCE
  12. Part IV APPENDICES
  13. Bibliography
  14. Index