Markov chains and stochastic stability /

Markov chains and stochastic stability /

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Bibliographic Details
Author / Creator:	Meyn, S. P. (Sean P.), author.
Edition:	2nd ed.
Imprint:	Cambridge ; New York : Cambridge University Press, 2009.
Description:	1 online resource (xxviii, 594 pages) : illustrations
Language:	English
Series:	Communications and control engineering series Communications and control engineering series.
Subject:	Markov processes. MATHEMATICS -- Probability & Statistics -- Stochastic Processes. Markov processes. Markov-Kette Markov-Kette. Electronic books. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11826143

Hidden Bibliographic Details
Other authors / contributors:	Tweedie, R. L. (Richard L.), author.
ISBN:	9780511719462 0511719469 9780511626630 0511626630 051151543X 9780511515439 9780521731829 0521731828
Notes:	Includes bibliographical references (pages 567-586) and index.
Summary:	Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.
Other form:	Print version: Meyn, S.P. (Sean P.). Markov chains and stochastic stability. 2nd ed. Cambridge ; New York : Cambridge University Press, 2009 9780521731829

Description
Physical Description:	1 online resource (xxviii, 594 pages) : illustrations
Bibliography:	Includes bibliographical references (pages 567-586) and index.
ISBN:	9780511719462 0511719469 9780511626630 0511626630 051151543X 9780511515439 9780521731829 0521731828