Titel: Continuous-Time Markov Chains: An Applications-Oriented Approach (Springer Series in Statistics)
Verlag: Springer
Erscheinungsjahr: 1991
Sprache: Englisch
ISBN-10: 0387973699
ISBN-13: 9780387973692
Einband: Hardcover
Auflage: 1st Edition
Zustand: Near Fine

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Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology, and competing populations. This is the first book about those aspects of the theory of continuous time Markov chains which are useful in applications to such areas. It studies continuous time Markov chains through the transition function and corresponding q-matrix, rather than sample paths. An extensive discussion of birth and death processes, including the Stieltjes moment problem, and the Karlin-McGregor method of solution of the birth and death processes and multidimensional population processes is included, and there is an extensive bibliography. Virtually all of this material is appearing in book form for the first time.

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