Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest. The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the Kolmogorov equations, the convergence to equilibrium and the passage time distributions to a state and to a subset of states. These results are applied to birth-and-death processes. He then proposes a detailed study of the uniformization technique by means of Banach algebra. This technique is used for the transient analysis of several queuing systems. Contents 1. Discrete-Time Markov Chains 2. Continuous-Time Markov Chains 3. Birth-and-Death Processes 4. Uniformization 5. Queues About the Authors Bruno Sericola is a Senior Research Scientist at Inria Rennes ? Bretagne Atlantique in France. His main research activity is in performance evaluation of computer and communication systems, dependability analysis of fault-tolerant systems and stochastic models.
Product Identifiers
Publisher
Iste Ltd and John Wiley & Sons Inc
ISBN-13
9781848214934
eBay Product ID (ePID)
148770127
Product Key Features
Author
Bruno Sericola
Publication Name
Markov Chains: Theory and Applications
Format
Hardcover
Language
English
Subject
Mathematics
Publication Year
2013
Type
Textbook
Number of Pages
410 Pages
Dimensions
Item Height
238mm
Item Width
167mm
Item Weight
812g
Additional Product Features
Title_Author
Bruno Sericola
Country/Region of Manufacture
United Kingdom
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