Markov processes. (2015)

• Record Type: Book
• Further Information: Note: James R. Kirkwood.
• Authors: Kirkwood, James R
• Contents: Review of Probability ; Short History; Review of Basic Probability Definitions; Some Common Probability Distributions; Properties of a Probability Distribution; Properties of the Expected Value; Expected Value of a Random Variable with Common Distributions; Generating Functions; Moment Generating Functions; Exercises; Discrete-Time, Finite-State Markov Chains ; Introduction; Notation; Transition Matrices; Directed Graphs: Examples of Markov Chains; Random Walk with Reflecting Boundaries; Gambler’s Ruin; Ehrenfest Model; Central Problem of Markov Chains; Condition to Ensure a Unique Equilibrium State; Finding the Equilibrium State; Transient and Recurrent States; Indicator Functions; Perron-Frobenius Theorem; Absorbing Markov Chains; Mean First Passage Time; Mean Recurrence Time and the Equilibrium State; Fundamental Matrix for Regular Markov Chains; Dividing a Markov Chain into Equivalence Classes; Periodic Markov Chains; Reducible Markov Chains; Summary; Exercises; Discrete-Time, Infinite-State Markov Chains ; Renewal Processes; Delayed Renewal Processes; Equilibrium State for Countable Markov Chains; Physical Interpretation of the Equilibrium State; Null Recurrent versus Positive Recurrent States; Difference Equations; Branching Processes; Random Walk in; Exercises; Exponential Distribution and Poisson Process ; Continuous Random Variables; Cumulative Distribution Function (Continuous Case); Exponential Distribution; o(h) Functions; Exponential Distribution as a Model for Arrivals; Memoryless Random Variables; Poisson Process; Poisson Processes with Occurrences of Two Types; Exercises; Continuous-Time Markov Chains ; Introduction; Generators of Continuous Markov Chains: The Kolmogorov Forward and Backward Equations; Connection Between the Steady State of a Continuous Markov Chain and the Steady State of the Embedded Matrix; Explosions; Birth and Birth-Death Processes; Birth and Death Processes; Queuing Models; Detailed Balance Equations; Exercises; Reversible Markov Chains ; Random Walks on Weighted Graphs; Discrete-Time Birth-Death Process as a Reversible Markov Chain; Continuous-Time Reversible Markov Chains; Exercises; Bibliography
• Edition: 1st
• Publisher Details: Boca Raton : CRC Press
• Publication Date: 2015
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 519.233; Markov processes
• Languages: English
• ISBNs: 9781482240764; 9781482240740; 9781482240757
• Related ISBNs: 9781482240733
• Notes: Note: Description based on CIP data; item not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.