Könyv Continuous-Time Markov Chains Anyue Chen

Continuous-Time Markov Chains

Q-Matrix Problem

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Könyvújdonság
Megjelenés ismeretlen
34 664 Ft
This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2018
oldal
400
EAN
9789812838063
ISBN
9812838066
Enbook ID
05069435
Súly
18

Teljes leírás

This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a comprehensive and extensive discussion on its general theory and applications. It covers the properties of Q-matrix and transition function as well as the existence and uniqueness of Q-processes in stable and unstable cases. Monotonity, recurrency and ergodicity criteria are presented in this book. It also gives some important conclusions regarding the transiency properties, including invariant measures and quasi-limiting distributions for some important Q-processes.

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