Markov Chains : Gibbs Fields, Monte Carlo Simulation and Queues. 2nd ed. 2020
- 種類:
- 電子ブック
- 責任表示:
- by Pierre Brémaud
- 出版情報:
- Cham : Springer International Publishing : Imprint: Springer, 2020
- 著者名:
- シリーズ名:
- Texts in Applied Mathematics ; 31
- ISBN:
- 9783030459826 [3030459829]
- 注記:
- Preface -- 1 Probability Review -- 2 Discrete-Time Markov Chains -- 3 Recurrence and Ergodicity -- 4 Long-Run Behavior -- 5 Discrete-Time Renewal Theory -- 6 Absorption and Passage Times -- 7 Lyapunov Functions and Martingales -- 8 Random Walks on Graphs -- 9 Convergence Rates -- 10 Markov Fields on Graphs -- 11 Monte Carlo Markov Chains -- 12 Non-homogeneous Markov Chains -- 13 Continuous-Time Markov Chains -- 14 Markovian Queueing Theory -- Appendices -- Bibliography -- Index.
This 2nd edition is a thoroughly revised and augmented version of the book with the same title published in 1999. The author begins with the elementary theory of Markov chains and very progressively brings the reader to more advanced topics. He gives a useful review of probability, making the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics is slowly and carefully developed, in order to make self-study easier. The book treats the classical topics of Markov chain theory, both in discrete time and continuous time, as well as connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete-time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The main additions of the 2nd edition are the exact sampling algorithm of Propp and Wilson, the electrical - ローカル注記:
- 学内専用E-BOOKS (local access only)
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電子ブック
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