Markov Chains : Gibbs Fields, Monte Carlo Simulation, and Queues.
- 1st ed.
- 1 online resource (456 pages)
- Texts in Applied Mathematics Series ; v.31 .
- Texts in Applied Mathematics Series .
Texts in Applied Mathematics 31 -- Markov Chains -- Copyright -- Series Preface -- Preface -- Contents -- CHAPTER 1 Probability Review -- CHAPTER 2 Discrete-Time Markov Models -- CHAPTER 3 Recurrence and Ergodicity -- CHAPTER 4 Long Run Behavior -- CHAPTER 5 Lyapunov Functions and Martingales -- CHAPTER 6 Eigenvalues and Nonhomogeneous Markov Chains -- CHAPTER 7 Gibbs Fields and Monte Carlo Simulation -- CHAPTER 8 Continuous-Time Markov Models -- CHAPTER 9 Poisson Calculus and Queues -- Appendix -- Bibliography -- Author Index -- Subject Index.