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Catalogue Information
Field name	Details
Dewey Class	519.233
Title	Markov Chains ([EBook]) : Gibbs Fields, Monte Carlo Simulation, and Queues / by Pierre Brémaud.
Author	Brémaud, Pierre
Other name(s)	SpringerLink (Online service)
Publication	New York, NY : Springer , 1999.
Physical Details	XVIII, 445 p. 3 illus. : online resource.
Series	Texts in applied mathematics 0939-2475 ; ; 31
ISBN	9781475731248
Summary Note	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.:
Contents note	1 Probability Review -- 2 Discrete-Time Markov Models -- 3 Recurrence and Ergodicity -- 4 Long Run Behavior -- 5 Lyapunov Functions and Martingales -- 6 Eigenvalues and Nonhomogeneous Markov Chains -- 7 Gibbs Fields and Monte Carlo Simulation -- 8 Continuous-Time Markov Models -- 9 Poisson Calculus and Queues -- 1 Number Theory and Calculus -- 1.1 Greatest Common Divisor -- 1.2 Abel’s Theorem -- 1.3 Lebesgue’s Theorems for Series -- 1.4 Infinite Products -- 1.5 Tychonov’s Theorem -- 1.6 Subadditive Functions -- 2 Linear Algebra -- 2.1 Eigenvalues and Eigenvectors -- 2.2 Exponential of a Matrix -- 2.3 Gershgorin’s Bound -- 3 Probability -- 3.1 Expectation Revisited -- 3.2 Lebesgue’s Theorems for Expectation -- Author Index.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-1-4757-3124-8
Links to Related Works	Subject References: Decision making . Electrical engineering . Markov processes . Operation Research/Decision Theory . Operations research . Probabilities . Probability theory and stochastic processes . Authors: Brémaud, Pierre . Corporate Authors: SpringerLink (Online service) . Series: Texts in applied mathematics . Classification: 519.233 . 519.233 (DDC 23) .

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Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues /

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