Markov Chains by Pierre Bremaud

Markov Chains by Pierre Bremaud

In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes 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 are slowly and carefully developed, in order to make self-study easier. The author treats the classic topics of Markov chain theory, both in discrete time and continuous time, as well as the connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete- time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The result is an up-to-date textbook on stochastic processes. Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant.

SKU	Unavailable
ISBN 13	9780387985091
ISBN 10	0387985093
Title	Markov Chains
Author	Pierre Bremaud
Series	Texts In Applied Mathematics
Condition	Unavailable
Binding Type	Hardback
Publisher	Springer-Verlag New York Inc.
Year published	2001-01-18
Number of pages	444
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable