Topics in the Constructive Theory of Countable Markov Chains by G. Fayolle
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Topics in the Constructive Theory of Countable Markov Chains
By G. Fayolle

Topics in the Constructive Theory of Countable Markov Chains

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Format: Paperback

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Topics in the Constructive Theory of Countable Markov Chains by G. Fayolle

Book Description

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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Book Details

ISBN: 9780521064477
ISBN-10: 0521064473
Format: Paperback
(228mm x 152mm x 11mm)
Pages: 180
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 5-Jun-2008
Country of Publication: United Kingdom

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Books By Author G. Fayolle

Topics in the Constructive Theory of Countable Markov Chains by G. Fayolle Topics in the Constructive Theory of Countable Markov Chains, Hardback (May 1995)

Provides methods of analysing Markov chains based on Lyapunov functions.

» View all books by G. Fayolle

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Topics in the Constructive Theory of Countable Markov Chains by G. Fayolle
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Topics in the Constructive Theory of Countable Markov Chains by V. A. Malyshev
Topics in the Constructive Theory of Countable Markov Chains by V. A. Malyshev
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