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Continuous-Time Markov Chains

Q-Matrix Problem

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Continuous-Time Markov Chains Anyue Chen
Libristo kod: 05069435
Nakladnici World Scientific Publishing Co Pte Ltd, lipanj 2018
This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a... Cijeli opis
? points 221 b Pripremamo Pripremamo
91.54 €
Očekivani novitet Izdanje 28. 02. 2027 Izdanje 28. 02. 2027
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This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a comprehensive and extensive discussion on its general theory and applications. It covers the properties of Q-matrix and transition function as well as the existence and uniqueness of Q-processes in stable and unstable cases. Monotonity, recurrency and ergodicity criteria are presented in this book. It also gives some important conclusions regarding the transiency properties, including invariant measures and quasi-limiting distributions for some important Q-processes.

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Informacije o knjizi

Puni naziv Continuous-Time Markov Chains
Autor Anyue Chen, Junping Li, Zhenting Hou
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2018
Broj stranica 400
EAN 9789812838063
ISBN 9812838066
Libristo kod 05069435
Nakladnici World Scientific Publishing Co Pte Ltd
Težina 18

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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