Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues
- Binding: Hardcover
- Publisher: Springer Verlag
- Publish date: 05/01/1999
Description:
This introduction to the theory of stochastic processes explains the fundamentals of the art of stochastic modeling. It covers Markov Chains with a countable state space, in both discrete and continuous time, finite Gibbs fields, non-homogeneous Markov chains, discrete time regenerative processes, Monte Carlo simulation, simulated annealing, and queueing networks. Applications-driven examples bring the reader to the very borders of contemporary research.
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Product notice
Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
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