Markov chains and stochastic stability /
Saved in:
| 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: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11826143 |
MARC
| LEADER | 00000cam a2200000Ka 4500 | ||
|---|---|---|---|
| 001 | 11826143 | ||
| 005 | 20210426223144.4 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 100929s2009 enka ob 001 0 eng d | ||
| 019 | |a 398459616 |a 607552572 |a 808376933 |a 1048122686 |a 1050976087 | ||
| 020 | |a 9780511719462 |q (electronic bk.) | ||
| 020 | |a 0511719469 |q (electronic bk.) | ||
| 020 | |a 9780511626630 |q (electronic bk.) | ||
| 020 | |a 0511626630 |q (electronic bk.) | ||
| 020 | |z 051151543X | ||
| 020 | |z 9780511515439 | ||
| 020 | |z 9780521731829 |q (pbk.) | ||
| 020 | |z 0521731828 |q (pbk.) | ||
| 035 | |a (OCoLC)667096030 |z (OCoLC)398459616 |z (OCoLC)607552572 |z (OCoLC)808376933 |z (OCoLC)1048122686 |z (OCoLC)1050976087 | ||
| 040 | |a IDEBK |b eng |e pn |c IDEBK |d N$T |d OSU |d CIT |d OCLCQ |d UIU |d OCLCQ |d CAMBR |d YDXCP |d OCLCF |d CUS |d LLB |d OCLCQ |d HEBIS |d OCLCO |d UAB |d OCLCQ |d VT2 |d YDX |d OCLCQ |d K6U |d OCLCO |d AJS | ||
| 049 | |a MAIN | ||
| 050 | 4 | |a QA274.7 |b .M49 2009 | |
| 072 | 7 | |a MAT |x 029040 |2 bisacsh | |
| 084 | |a SK 820 |2 rvk | ||
| 084 | |a MAT 607f |2 stub | ||
| 100 | 1 | |a Meyn, S. P. |q (Sean P.), |e author. |0 http://id.loc.gov/authorities/names/n93079885 | |
| 245 | 1 | 0 | |a Markov chains and stochastic stability / |c Sean Meyn and Richard L. Tweedie. |
| 250 | |a 2nd ed. | ||
| 260 | |a Cambridge ; |a New York : |b Cambridge University Press, |c 2009. | ||
| 300 | |a 1 online resource (xxviii, 594 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Communications and control engineering series | |
| 504 | |a Includes bibliographical references (pages 567-586) and index. | ||
| 505 | 0 | |a List of figures; Prologue to the second edition Peter W. Glynn; Preface to the second edition Sean Meyn; Preface to the first edition; Part I. Communication and Regeneration: 1. Heuristics; 2. Markov models; 3. Transition probabilities; 4. Irreducibility; 5. Pseudo-atoms; 6. Topology and continuity; 7. The nonlinear state space model; Part II. Stability Structures: 8. Transience and recurrence; 9. Harris and topological recurrence; 10. The existence of PI; 11. Drift and regularity; 12. Invariance and tightness; Part III. Convergence: 13. Ergodicity; 14. f-Ergodicity and f-regularity; 15. Geometric ergodicity; 16. V-Uniform ergodicity; 17. Sample paths and limit theorems; 18. Positivity; 19. Generalized classification criteria; 20. Epilogue to the second edition; Part IV. Appendices: A. Mud maps; B. Testing for stability; C. Glossary of model assumptions; D. Some mathematical background; Bibliography; Indexes. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Markov processes. |0 http://id.loc.gov/authorities/subjects/sh85081369 | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x Stochastic Processes. |2 bisacsh | |
| 650 | 7 | |a Markov processes. |2 fast |0 (OCoLC)fst01010347 | |
| 650 | 7 | |a Markov-Kette |2 gnd |0 http://d-nb.info/gnd/4037612-6 | |
| 650 | 0 | 7 | |a Markov-Kette. |2 swd |
| 655 | 0 | |a Electronic books. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Tweedie, R. L. |q (Richard L.), |e author. |0 http://id.loc.gov/authorities/names/n93079890 | |
| 776 | 0 | 8 | |i Print version: |a Meyn, S.P. (Sean P.). |t Markov chains and stochastic stability. |b 2nd ed. |d Cambridge ; New York : Cambridge University Press, 2009 |z 9780521731829 |w (DLC) 2009289770 |w (OCoLC)295002246 |
| 830 | 0 | |a Communications and control engineering series. |0 http://id.loc.gov/authorities/names/n42007988 | |
| 903 | |a HeVa | ||
| 929 | |a oclccm | ||
| 999 | f | f | |i f6f74fb8-2dc6-5645-986b-4a2c3f8a94bb |s f210862a-a8c1-5375-a8da-b932834583f1 |
| 928 | |t Library of Congress classification |a QA274.7 .M49 2009 |l Online |c UC-FullText |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=313161 |z eBooks on EBSCOhost |g ebooks |i 12294437 | ||