rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Markov Chains
    sub title: Gibbs Fields, Monte Carlo Simulation and Queues
  name:
    name part: Brémaud, Pierre.
    role:
      role term: creator
    role:
      role term: author.
    role:
      role term: aut
    role:
      role term: http://id.loc.gov/vocabulary/relators/aut
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: sz
    date issued: 2020
    edition: 2nd ed. 2020.
    issuance: monographic
  language:
    language term: eng
  physical description:
    reformatting quality: access
    form: remote
    extent: 1 online resource (XVI, 557 pages 93 illustrations)
  abstract: This 2nd edition is a thoroughly revised and augmented version of the book with the same title published in 1999. The author begins with the elementary theory of Markov chains and very progressively brings the reader to more advanced topics. He gives a useful review of probability, making the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics is slowly and carefully developed, in order to make self-study easier. The book treats the classical topics of Markov chain theory, both in discrete time and continuous time, as well as connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete-time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The main additions of the 2nd edition are the exact sampling algorithm of Propp and Wilson, the electrical network analogy of symmetric random walks on graphs, mixing times and additional details on the branching process. The structure of the book has been modified in order to smoothly incorporate this new material. Among the features that should improve reader-friendliness, the three main ones are: a shared numbering system for the definitions, theorems and examples; the attribution of titles to the examples and exercises; and the blue highlighting of important terms. The result is an up-to-date textbook on stochastic processes. Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant.
  table of contents: Preface -- 1 Probability Review -- 2 Discrete-Time Markov Chains -- 3 Recurrence and Ergodicity -- 4 Long-Run Behavior -- 5 Discrete-Time Renewal Theory -- 6 Absorption and Passage Times -- 7 Lyapunov Functions and Martingales -- 8 Random Walks on Graphs -- 9 Convergence Rates -- 10 Markov Fields on Graphs -- 11 Monte Carlo Markov Chains -- 12 Non-homogeneous Markov Chains -- 13 Continuous-Time Markov Chains -- 14 Markovian Queueing Theory -- Appendices -- Bibliography -- Index.
  note: by Pierre Brémaud.
  subject:
    topic: Probabilities
  subject:
    topic: Operations research
  subject:
    topic: Decision making
  subject:
    topic: Electrical engineering
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Operations Research/Decision Theory
  subject:
    topic: Electrical Engineering
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer Nature eBook
  related item:
    title info:
      title: Texts in Applied Mathematics, 31
  identifier: 9783030459826
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record creation date: 200523
    record change date: 20230330185311.8
    record identifier: in00004382513