Continuous-time Markov chains and applications a singular perturbation approach G. George Yin, Qing Zhang. Applications of mathematics 37.

Yin, George:

ISBN 10: 0387982442 / ISBN 13: 9780387982441

Published by New York, Springer [1998]., 1998

About this Item

Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 YIN 9780387982441 Sprache: Englisch Gewicht in Gramm: 1150.

Seller Inventory # 2508953

Bibliographic Details

• Title: Continuous-time Markov chains and applications a singular perturbation approach G. George Yin, Qing Zhang. Applications of mathematics 37.
• Publisher: New York, Springer [1998].
• Publication Date: 1998
• Language: English
• ISBN 10: 0387982442
• ISBN 13: 9780387982441
• Binding: Hardcover
• Weight: 1150 grams
• Seller catalogs:
  • SA MATHEMATIK

About this title

Synopsis

Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.