Markov processes / James R. Kirkwood.
Material type:
TextSeries: Advances in applied mathematicsPublication details: Boca Raton : CRC Press, ©2015.Description: xii, 327 p. ; illustrations ; 24 cmISBN: - 9781482240733
- 519.233 23 K59
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.233 K59 (Browse shelf(Opens below)) | Available | 136930 |
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| 519.233 K31 Denumerable Markov chains | 519.233 k32 Passage problem for a stationary Markov chains | 519.233 K47 Markov processes for stochastic modeling | 519.233 K59 Markov processes / | 519.233 K81 Nonlinear Markov processes and kinetic equations | 519.233 K81 Fluctuations in Markov processes | 519.233 K96 Approximation of population processes |
Includes bibliographical and index.
1: Review of Probability;
2: Discrete-Time, Finite-State Markov Chains;
3: Discrete-Time, Infinite-State Markov Chains;
4: Exponential Distribution and Poisson Process;
5: Continuous-Time Markov Chains;
6: Reversible Markov Chains;
Bibliography.
The book begins with a review of basic probability, then covers the case of finite state, discrete time Markov processes. Building on this, the text deals with the discrete time, infinite state case and provides background for continuous Markov processes with exponential random variables and Poisson processes. It presents continuous Markov processes which include the basic material of Kolmogorov’s equations, infinitesimal generators, and explosions. The book concludes with coverage of both discrete and continuous reversible Markov chains.
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