Continuous Time Markov Processes

Continuous Time Markov Processes
Author :
Publisher : American Mathematical Soc.
Total Pages : 290
Release :
ISBN-10 : 9780821849491
ISBN-13 : 0821849492
Rating : 4/5 (492 Downloads)

Book Synopsis Continuous Time Markov Processes by : Thomas Milton Liggett

Download or read book Continuous Time Markov Processes written by Thomas Milton Liggett and published by American Mathematical Soc.. This book was released on 2010 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples.


Continuous Time Markov Processes Related Books

Continuous Time Markov Processes
Language: en
Pages: 290
Authors: Thomas Milton Liggett
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: American Mathematical Soc.

GET EBOOK

Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a
Continuous-Time Markov Chains and Applications
Language: en
Pages: 442
Authors: G. George Yin
Categories: Mathematics
Type: BOOK - Published: 2012-11-14 - Publisher: Springer Science & Business Media

GET EBOOK

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing system
Continuous-Time Markov Chains
Language: en
Pages: 367
Authors: William J. Anderson
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

GET EBOOK

Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology,
Continuous-Time Markov Decision Processes
Language: en
Pages: 240
Authors: Xianping Guo
Categories: Mathematics
Type: BOOK - Published: 2009-09-18 - Publisher: Springer Science & Business Media

GET EBOOK

Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operation
Brownian Motion, Martingales, and Stochastic Calculus
Language: en
Pages: 282
Authors: Jean-François Le Gall
Categories: Mathematics
Type: BOOK - Published: 2016-04-28 - Publisher: Springer

GET EBOOK

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar