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Passage Times for Markov Chains (Hardcover) Loot Price: R3,263
Discovery Miles 32 630
Passage Times for Markov Chains (Hardcover): R. Syski

Passage Times for Markov Chains (Hardcover)

R. Syski

Series: Studies in Probability, Optimization and Statistics, v. 1.

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Loot Price R3,263 Discovery Miles 32 630 | Repayment Terms: R306 pm x 12*

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This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c

General

Imprint: IOS Press,US
Country of origin: United States
Series: Studies in Probability, Optimization and Statistics, v. 1.
Release date: 1992
Editors: R. Syski
Dimensions: 234 x 156 x 31mm (L x W x T)
Format: Hardcover - Laminated cover
Pages: 562
ISBN-13: 978-90-5199-060-7
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN: 90-5199-060-X
Barcode: 9789051990607

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