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Markov Chains and Stochastic Stability (Paperback, 2nd Revised edition) Loot Price: R2,267
Discovery Miles 22 670
Markov Chains and Stochastic Stability (Paperback, 2nd Revised edition): Sean Meyn, Richard L. Tweedie

Markov Chains and Stochastic Stability (Paperback, 2nd Revised edition)

Sean Meyn, Richard L. Tweedie; Prologue by Peter W. Glynn

Series: Cambridge Mathematical Library

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Loot Price R2,267 Discovery Miles 22 670 | Repayment Terms: R212 pm x 12*

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Meyn & Tweedie is back The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Cambridge Mathematical Library
Release date: April 2009
First published: May 2009
Authors: Sean Meyn • Richard L. Tweedie
Prologue by: Peter W. Glynn
Dimensions: 247 x 174 x 32mm (L x W x T)
Format: Paperback - Trade
Pages: 624
Edition: 2nd Revised edition
ISBN-13: 978-0-521-73182-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN: 0-521-73182-8
Barcode: 9780521731829

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