Книга Continuous-Time Markov Chains Anyue Chen

Continuous-Time Markov Chains

Q-Matrix Problem

Език: Английски език
Корици: С твърди корици
Наличност: Очакван нов продукт
Издание 31. 03. 2027
94.41 184.66 лв
This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a...

Информация за книгата

Език
Английски език
Корици
Книга - С твърди корици
Издадена
2018
страници
400
EAN
9789812838063
ISBN
9812838066
Enbook ID
05069435
Теглоt
18

Пълно описание

This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a comprehensive and extensive discussion on its general theory and applications. It covers the properties of Q-matrix and transition function as well as the existence and uniqueness of Q-processes in stable and unstable cases. Monotonity, recurrency and ergodicity criteria are presented in this book. It also gives some important conclusions regarding the transiency properties, including invariant measures and quasi-limiting distributions for some important Q-processes.

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