Non-Fiction Books:

Markov Chains and Stochastic Stability

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Paperback / softback
$251.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $62.75 with Afterpay Learn more

6 weekly interest-free payments of $41.83 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 11-21 June using International Courier

Description

Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.

Author Biography:

Sean Meyn is a professor in the Department of Electrical and Computer Engineering and director of the Division and Control Laboratory of the Coordinated Science Laboratory at the University of Illinois. He has served on the editorial boards of several journals in areas of systems and control and applied probability. Richard L. Tweedie was Professor and Head of the Division of Biostatistics at the University of Minnesota before his death in 2001.
Release date NZ
April 2nd, 2009
Audience
  • Professional & Vocational
Contributor
  • Prologue by Peter W. Glynn
Edition
2nd Revised edition
Illustrations
4 Halftones, unspecified
Pages
624
Dimensions
174x247x32
ISBN-13
9780521731829
Product ID
2783255

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...