Markov set-chains /

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Bibliographic Details
Author / Creator:Hartfiel, D. J.
Imprint:New York : Springer, ©1998.
Description:1 online resource (viii, 130 pages) : illustrations.
Series:Lecture notes in mathematics, 0075-8434 ; 1695
Lecture notes in mathematics (Springer-Verlag) ; 1695.
Subject:Markov processes.
Stochastic matrices.
Markov, Processus de.
Matrices stochastiques.
Markov processes.
Stochastic matrices.
Electronic books.
Format: E-Resource Book
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Notes:Includes bibliographical references and index.
Print version record.
Summary:In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.
Other form:Print version: Hartfiel, D.J. Markov set-chains. New York : Springer, ©1998 3540647759