Markov Chains

Theory and Applications

Nonfiction, Science & Nature, Mathematics, Applied
Cover of the book Markov Chains by Bruno Sericola, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Bruno Sericola ISBN: 9781118731536
Publisher: Wiley Publication: August 5, 2013
Imprint: Wiley-ISTE Language: English
Author: Bruno Sericola
ISBN: 9781118731536
Publisher: Wiley
Publication: August 5, 2013
Imprint: Wiley-ISTE
Language: English

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.

Contents

  1. Discrete-Time Markov Chains
  2. Continuous-Time Markov Chains
  3. Birth-and-Death Processes
  4. Uniformization
  5. Queues

About the Authors

Bruno 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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

Contents

  1. Discrete-Time Markov Chains
  2. Continuous-Time Markov Chains
  3. Birth-and-Death Processes
  4. Uniformization
  5. Queues

About the Authors

Bruno 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.

More books from Wiley

Cover of the book Das HPLC-MS-Buch für Anwender by Bruno Sericola
Cover of the book Fourier Analysis by Bruno Sericola
Cover of the book Adjustment Computations by Bruno Sericola
Cover of the book A Norwegian Tragedy by Bruno Sericola
Cover of the book Spirituality in Counseling and Psychotherapy by Bruno Sericola
Cover of the book Emerging Technologies in Meat Processing by Bruno Sericola
Cover of the book Raising Beef Cattle For Dummies by Bruno Sericola
Cover of the book Electrochemistry of Carbon Electrodes by Bruno Sericola
Cover of the book Starting a Business For Dummies by Bruno Sericola
Cover of the book Introduction to Global Health Promotion by Bruno Sericola
Cover of the book Criminology For Dummies by Bruno Sericola
Cover of the book Elements of Information Theory by Bruno Sericola
Cover of the book Inventing For Dummies by Bruno Sericola
Cover of the book The FINTECH Book by Bruno Sericola
Cover of the book Critical Approaches to International Security by Bruno Sericola
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy