Passage Times for Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Passage Times for Markov Chains write by R. Syski. This book was released on 1992. Passage Times for Markov Chains available in PDF, EPUB and Kindle. This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c
Markov Chains
Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Chains write by Pierre Bremaud. This book was released on 2013-03-09. Markov Chains available in PDF, EPUB and Kindle. Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
Matrix-analytic Methods
Matrix-analytic Methods - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Matrix-analytic Methods write by Guy Latouche. This book was released on 2002. Matrix-analytic Methods available in PDF, EPUB and Kindle. Matrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensively used in the modelling and performance analysis of computer systems, telecommunication networks, network protocols and many other stochastic systems of current commercial and engineering interest.This volume deals with: (1) various aspects of the theory of block-structured Markov chains; (2) analysis of complex queueing models; and (3) parameter estimation and specific applications to such areas as cellular mobile systems, FS-ALOHA, the Internet and production systems.
Finite Markov Chains
Finite Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Finite Markov Chains write by John G Kemeny. This book was released on 1960. Finite Markov Chains available in PDF, EPUB and Kindle.
Sensitivity Analysis: Matrix Methods in Demography and Ecology
Sensitivity Analysis: Matrix Methods in Demography and Ecology - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Sensitivity Analysis: Matrix Methods in Demography and Ecology write by Hal Caswell. This book was released on 2019-04-02. Sensitivity Analysis: Matrix Methods in Demography and Ecology available in PDF, EPUB and Kindle. This open access book shows how to use sensitivity analysis in demography. It presents new methods for individuals, cohorts, and populations, with applications to humans, other animals, and plants. The analyses are based on matrix formulations of age-classified, stage-classified, and multistate population models. Methods are presented for linear and nonlinear, deterministic and stochastic, and time-invariant and time-varying cases. Readers will discover results on the sensitivity of statistics of longevity, life disparity, occupancy times, the net reproductive rate, and statistics of Markov chain models in demography. They will also see applications of sensitivity analysis to population growth rates, stable population structures, reproductive value, equilibria under immigration and nonlinearity, and population cycles. Individual stochasticity is a theme throughout, with a focus that goes beyond expected values to include variances in demographic outcomes. The calculations are easily and accurately implemented in matrix-oriented programming languages such as Matlab or R. Sensitivity analysis will help readers create models to predict the effect of future changes, to evaluate policy effects, and to identify possible evolutionary responses to the environment. Complete with many examples of the application, the book will be of interest to researchers and graduate students in human demography and population biology. The material will also appeal to those in mathematical biology and applied mathematics.
