Markov Processes for Stochastic Modeling
Masaaki Kijima
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Description for Markov Processes for Stochastic Modeling
Paperback. This is a review of the most recent work in this active area of applied probability, together with an indication of where it links to established research. Series: Stochastic Modeling. Num Pages: 341 pages, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 243 x 163 x 18. Weight in Grams: 594.
This book presents an algebraic development of the theory of countable state space Markov chains with discrete- and continuous-time parameters. A Markov chain is a stochastic process characterized by the Markov prop erty that the distribution of future depends only on the current state, not on the whole history. Despite its simple form of dependency, the Markov property has enabled us to develop a rich system of concepts and theorems and to derive many results that are useful in applications. In fact, the areas that can be modeled, with varying degrees of success, by Markov chains are vast and are ... Read more
This book presents an algebraic development of the theory of countable state space Markov chains with discrete- and continuous-time parameters. A Markov chain is a stochastic process characterized by the Markov prop erty that the distribution of future depends only on the current state, not on the whole history. Despite its simple form of dependency, the Markov property has enabled us to develop a rich system of concepts and theorems and to derive many results that are useful in applications. In fact, the areas that can be modeled, with varying degrees of success, by Markov chains are vast and are ... Read more
Product Details
Format
Paperback
Publication date
1997
Publisher
Taylor & Francis Ltd United States
Number of pages
341
Condition
New
Series
Stochastic Modeling
Number of Pages
341
Place of Publication
London, United Kingdom
ISBN
9780412606601
SKU
V9780412606601
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Masaaki Kijima
Kijima, Masaaki
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