Markov Processes for Stochastic Modeling

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Sprache: Englisch

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Beschreibung

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems.

Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader.

Inhaltsverzeichnis

Chapter 1: Basic ConceptsChapter 2: Introduction to Markov Processes Chapter 3: Discrete-Time Markov ChainsChapter 4: Continuous-Time Markov Chains Chapter 5: Markovian Queueing Systems Chapter 6: Markov Renewal ProcessesChapter 7: Markovian Arrival Processes Chapter 8: Random Walk Chapter 9: Brownian Motion and Diffusion Processes Chapter 10: Controlled Markov ProcessesChapter 11: Hidden Markov ModelsChapter 12: Markov Point Processes

Erscheinungsjahr:	2013
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	Kartoniert / Broschiert
ISBN-13:	9780323282956
ISBN-10:	0323282954
Sprache:	Englisch
Herstellernummer:	C2012-0-06106-6
Autor:	Ibe, Oliver
Auflage:	2. Aufl.
Hersteller:	Elsevier Elsevier Science & Technology
Maße:	23 x 152 x 229 mm
Von/Mit:	Oliver Ibe
Erscheinungsdatum:	17.06.2013
Gewicht:	0,45 kg

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