Read Markov Chains: Theory and Applications

Markov Chains: Theory and Applications

Bruno Sericola

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Description:Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest. The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the Kolmogorov equations, the convergence to equilibrium and the passage time distributions to a state and to a subset of states. These results are applied to birth-and-death processes. He then proposes a detailed study of the uniformization technique by means of Banach algebra. This technique is used for the transient analysis of several queuing systems.Contents1. Discrete-Time Markov Chains 2. Continuous-Time Markov Chains 3. Birth-and-Death Processes 4. Uniformization 5. QueuesAbout the AuthorsBruno Sericola is a Senior Research Scientist at Inria Rennes - Bretagne Atlantique in France. His main research activity is in performance evaluation of computer and communication systems, dependability analysis of fault-tolerant systems and stochastic models.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Markov Chains: Theory and Applications. To get started finding Markov Chains: Theory and Applications, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 416

Format: PDF, EPUB & Kindle Edition

Publisher: Wiley-Iste

Release: 2013

ISBN: 1118731441

Description: Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest. The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the Kolmogorov equations, the convergence to equilibrium and the passage time distributions to a state and to a subset of states. These results are applied to birth-and-death processes. He then proposes a detailed study of the uniformization technique by means of Banach algebra. This technique is used for the transient analysis of several queuing systems.Contents1. Discrete-Time Markov Chains 2. Continuous-Time Markov Chains 3. Birth-and-Death Processes 4. Uniformization 5. QueuesAbout the AuthorsBruno Sericola is a Senior Research Scientist at Inria Rennes - Bretagne Atlantique in France. His main research activity is in performance evaluation of computer and communication systems, dependability analysis of fault-tolerant systems and stochastic models.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Markov Chains: Theory and Applications. To get started finding Markov Chains: Theory and Applications, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Markov Chains: Theory and Applications

Markov Chains: Theory and Applications

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