Carte Continuous-Time Markov Chains Anyue Chen

Continuous-Time Markov Chains

Q-Matrix Problem

Limbă: engleză
Legare: Copertă tare
Disponibilitate: Nou în așteptare
Ediția 28. 02. 2027
490.57 lei
This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2018
Pagini
400
EAN
9789812838063
ISBN
9812838066
Enbook ID
05069435
Greutate
18

Descriere completă

This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a comprehensive and extensive discussion on its general theory and applications. It covers the properties of Q-matrix and transition function as well as the existence and uniqueness of Q-processes in stable and unstable cases. Monotonity, recurrency and ergodicity criteria are presented in this book. It also gives some important conclusions regarding the transiency properties, including invariant measures and quasi-limiting distributions for some important Q-processes.

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