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

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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 s...

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Bibliographic Details
Main Author: Brémaud, Pierre (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2020.
Edition:2nd ed. 2020.
Series:Texts in Applied Mathematics, 31
Subjects:
Probabilities.
Operations research.
Decision making.
Electrical engineering.
Probability Theory and Stochastic Processes.
Operations Research/Decision Theory.
Electrical Engineering.
Electronic books.
Online Access:Connect to the full text of this electronic book
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.