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Synopsis
Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used for example in performance modeling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods, which are on the whole original and new, can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. Here, the authors provide a self-contained introduction to the theory and details of how the required Lyapunov functions are constructed in various situations.
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About the Author
Rocquencourt
Review
"...collects together, for the first time, a number of important results and techniques for countable Markov chains....The writing is clear and concise....an important and valuable addition." Kyle Siegrist, Mathematical Reviews
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- PublisherCambridge University Press
- Publication date1995
- ISBN 10 0521461979
- ISBN 13 9780521461979
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages176
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Topics in the Constructive Theory of Countable Markov Chains
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Topics in the Constructive Theory of Countable Markov Chains
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Topics in the Constructive Theory of Countable Markov Chains
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Topics in the Constructive Theory of Countable Markov Chains
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Topics in the Constructive Theory of Countable Markov Chains
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Topics in the Constructive Theory of Countable Markov Chains
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Hardcover. Condition: new. Hardcover. Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods, which are on the whole original and new, can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations. The main point of the present book is to provide methods of analysing Markov chains based on Lyapunov functions. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521461979
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Topics in the Constructive Theory of Countable Markov Chains
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