Topics in the constructive theory of countable Markov chains

＜図書＞
Topics in the constructive theory of countable Markov chains

責任表示	G. Fayolle, V.A. Malyshev, M.V. Menshikov
データ種別	図書
出版情報	Cambridge [England] : Cambridge University Press , 1995
本文言語	英語
大きさ	169 p. : ill. ; 24 cm
概要	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 network..., 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. 続きを見る

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	FAYO/10/1	1995		068222195008388		予約・取寄			予約・取寄
		理系図自動書庫	105/FAY	1995		068252195004561		予約・取寄		出庫可能	予約・取寄		出庫可能

一般注記	Includes bibliographical references (p. 165-167) and index
著者標目	*Fayolle, G. (Guy), 1943- Malyshev, V. A. (Vadim Aleksandrovich) Menʹshikov, M. V. (Mikhail Vasilʹevich)
件　名	LCSH:Markov processes
分　類	NDC9:417.1 NDC8:417.1 LCC:QA274.7 DC20:519.2/33
書誌ID	1000459487
ISBN	0521461979
NCID	BA24907417
巻冊次	ISBN:0521461979
登録日	2009.09.11
更新日	2009.09.17