Markov Chains : Gibbs Fields, Monte Carlo Simulation, and Queues

Markov Chains : Gibbs Fields, Monte Carlo Simulation, and Queues /

In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from ca...

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Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Brémaud, Pierre
Format: Electronic eBook
Language:English
Published: New York, NY : Springer New York, 1999
Series:Texts in applied mathematics ; 31.
Subjects:
Mathematics.
Distribution (Probability theory)
Computer engineering.
Operations research.
Computer organization.
mathematics.
applied mathematics.
distribution (statistics-related concept)
Local Note:ProQuest Ebook Central
Table of Contents:
  • Preface
  • Probability Review
  • Discrete-Time Markov Models
  • Recurrence and Ergodicity
  • Long Run Behavior
  • Lyapunov Functions and Martingales
  • Eigenvalues and Nonhomogeneous Markov Chains
  • Gibbs Fields and Monte Carlo Simulation
  • Continuous-Time Markov Models
  • Poisson Calculus and Queues
  • Appendix
  • Bibliography
  • Author Index
  • Subject Index.

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