ISBN: 9789051990607 - passage times for markov chains (studies in probability, optimization and statistics, vol 1) (7 Ergebnisse)

Zustand: New.

Zustand: New. pp. 562.

Hardcover. Zustand: Brand New. 556 pages. 10.00x6.75x1.25 inches. In Stock.

Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. A unifying framework is provided by probabilistic potential theory and the results presented in the text are interpreted from this point of view.…

Zustand: New. Print on Demand pp. 562 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

Buch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c.…

Zustand: New. PRINT ON DEMAND pp. 562.