Bremaud, Pierre.

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.

9781475731248


Markov processes.


Electronic books.

QA273.A1-274.9

519.233