Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queues (Texts in Applied Mathematics, 31) 2nd ed. 2020 版本

Brémaud, Pierre

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商品描述

Preface.- 1 Probability Review.- 2 Discrete-Time Markov Chains.- 3 Recurrence and Ergodicity.- 4 Long-Run Behavior.- 5 Discrete-Time Renewal Theory.- 6 Absorption and Passage Times.- 7 Lyapunov Functions and Martingales.- 8 Random Walks on Graphs.- 9 Convergence Rates.- 10 Markov Fields on Graphs.- 11 Monte Carlo Markov Chains.- 12 Non-homogeneous Markov Chains.- 13 Continuous-Time Markov Chains.- 14 Markovian Queueing Theory.- Appendices.- Bibliography.- Index.

商品描述(中文翻譯)

前言- 1 概率回顧- 2 離散時間馬可夫鏈- 3 循環和達到平穩狀態- 4 長期行為- 5 離散時間更新理論- 6 吸收和通過時間- 7 李亞普諾夫函數和馬丁格爾- 8 圖上的隨機行走- 9 收斂速度- 10 圖上的馬可夫場- 11 蒙特卡羅馬可夫鏈- 12 非齊次馬可夫鏈- 13 連續時間馬可夫鏈- 14 馬可夫排隊理論- 附錄- 參考文獻- 索引。

作者簡介

Pierre Brémaud graduated from the École Polytechnique and obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science at the University of California, Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference books and textbooks.

作者簡介(中文翻譯)

Pierre Brémaud畢業於法國巴黎高等理工學院,並在巴黎第六大學數學系獲得博士學位,同時也在加州大學伯克利分校電機工程與計算機科學系獲得博士學位。他是隨機過程及其應用理論的重要貢獻者,並撰寫或合著了多本參考書籍和教科書。