Continuous-Time Markov Chains : An Applications-Oriented Approach

William J. Anderson

ISBN 10: 1461277728 / ISBN 13: 9781461277729

Published by Springer New York, Springer US, 2011

About this Item

Druck auf Anfrage Neuware - Printed after ordering - Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology, and competing populations. This is the first book about those aspects of the theory of continuous time Markov chains which are useful in applications to such areas. It studies continuous time Markov chains through the transition function and corresponding q-matrix, rather than sample paths. An extensive discussion of birth and death processes, including the Stieltjes moment problem, and the Karlin-McGregor method of solution of the birth and death processes and multidimensional population processes is included, and there is an extensive bibliography. Virtually all of this material is appearing in book form for the first time.

Seller Inventory # 9781461277729

Bibliographic Details

• Title: Continuous-Time Markov Chains : An Applications-Oriented Approach
• Publisher: Springer New York, Springer US
• Publication Date: 2011
• Language: English
• ISBN 10: 1461277728
• ISBN 13: 9781461277729
• Binding: Taschenbuch
• Condition: Neu

About this title

Synopsis

Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology, and competing populations. This is the first book about those aspects of the theory of continuous time Markov chains which are useful in applications to such areas. It studies continuous time Markov chains through the transition function and corresponding q-matrix, rather than sample paths. An extensive discussion of birth and death processes, including the Stieltjes moment problem, and the Karlin-McGregor method of solution of the birth and death processes and multidimensional population processes is included, and there is an extensive bibliography. Virtually all of this material is appearing in book form for the first time.