Topics in the Constructive Theory of Countable Markov Chains
Book Details
Format
Hardback or Cased Book
ISBN-10
0521461979
ISBN-13
9780521461979
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 18th, 1995
Print length
176 Pages
Weight
426 grams
Dimensions
16.10 x 23.60 x 1.90 cms
Product Classification:
Probability & statisticsProbability and statistics
Ksh 20,500.00
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The main point of the present book is to provide methods of analysing Markov chains based on Lyapunov functions. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.
Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.
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