Topics in the constructive theory of countable Markov chains G. Fayolle, V.A. Malyshev, M.V. Menshikov.

Fayolle, Guy:

ISBN 10: 0521461979 / ISBN 13: 9780521461979

Published by Cambridge, Cambridge University Press, 1995

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 FAY 9780521461979 Sprache: Englisch Gewicht in Gramm: 550.

Seller Inventory # 2502560

Bibliographic Details

• Title: Topics in the constructive theory of countable Markov chains G. Fayolle, V.A. Malyshev, M.V. Menshikov.
• Publisher: Cambridge, Cambridge University Press
• Publication Date: 1995
• Language: English
• ISBN 10: 0521461979
• ISBN 13: 9780521461979
• Binding: Hardcover
• Weight: 550 grams
• Seller catalogs:
  • SA MATHEMATIK

About this title

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.

About the Author

Rocquencourt