Markov chains : theory, algorithms and applications / Bruno Sericola.
Material type: TextSeries: Applied stochastic methods seriesPublication details: London ; NJ : ISTE ; John Wiley, 2013.Description: xi, 397 p. : illustrations ; 25 cmISBN:- 9781848214934
- 519.233 23 Se485
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Books | ISI Library, Kolkata | 519.233 Se485 (Browse shelf(Opens below)) | Checked out | 01/02/2025 | 135945 |
Includes bibliographical references (pages 387-393) and index.
Preface --
Chapter 1. Discrete time Markov chains --
Chapter 2. Continuous time Markov Chains --
Chapter 3. Birth-death process --
Chapter 4. Equalization --
Chapter 5. Queues --
Appendices --
Bibliography --
Index.
This book presents a thorough treatment of the theory of denumerable Markov chains, both in discrete and in continuous time. In continuous time, it carefully examines the explosion phenomenon and the Kolmogorov equations. It then applies these results to birth and death processes.
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