Książka Continuous-Time Markov Chains Anyue Chen

Continuous-Time Markov Chains

Q-Matrix Problem

Język: Angielski
Oprawa: Twarda
Dostępność: Oczekiwana premiera
Wydanie 28. 02. 2027
380.10
This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2018
strony
400
EAN
9789812838063
ISBN
9812838066
Enbook ID
05069435
Waga
18

Pełny opis

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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