Markov chains : Gibbs fields, Monte Carlo simulation, and queues /
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| Author / Creator: | Brémaud, Pierre. |
|---|---|
| Imprint: | New York : Springer, c1999. |
| Description: | xviii, 444 p. : ill. ; 24 cm. |
| Language: | English |
| Series: | Texts in applied mathematics 31 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/3853522 |
Table of Contents:
- Preface
- 1. Probability Review
- 2. Discrete Time Markov Models
- 3. Recurrence and Ergodicity
- 4. Long Run behavior
- 5. Lyapunov Functions and Martingales
- 6. Eigenvalues and Nonhomogeneous Markov Chains
- 7. Gibbs Fields and Monte Carlo Simulation
- 8. Continuous-Time Markov Models
- 9. Poisson Calculus and Queues
- Appendix
- Bibliography
- Author Index
- Subject Index
