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 | GOR014248873 |
| ISBN 13 | 9780387985091 |
| ISBN 10 | 0387985093 |
| Title | Markov Chains |
| Author | Pierre Bremaud |
| Series | Texts In Applied Mathematics |
| Condition | Like New |
| 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 | The book has been read, but looks new. The book cover has no visible wear, and the dust jacket is included if applicable. No missing or damaged pages, no tears, possible very minimal creasing, no underlining or highlighting of text, and no writing in the margins |
