Dynamic Probabilistic Systems - Volume I

Markov Models

Ronald A. Howard

608 pages, parution le 01/06/2007

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Résumé

This book is an integrated work published in two volumes. The first volume treats the basic Markov process and its variants; the second, semi-Markov and decision processes. It equips readers to formulate, analyze, and evaluate simple and advanced Markov models of systems, ranging from genetics to space engineering to marketing. 1971 edition.

Sommaire

The Basic Markov Process
Introduction
Markov Process Behavior
State Probabilities
The Transient Behavior of State Probabilities-Shrinkage
Transform Analysis
Transform Analysis of Markov Processes
Conclusion
Systems Analysis of Linear Processes
Properties and Models of Simple Systems
Complex Systems
Transform Analysis of Systems
Flow Graph Reduction
An Inspection Method for Flow Graph Reduction
An Inventory System Example
Matrix Systems
Complex Matrix Systems
Conclusion
Systems Analysis of Markov Processes
Flow Graph Analysis of Markov Processes
Matrix Flow Graph Analysis of Markov Processes
Transient Markov Processes
Transient Processes
Some Applications of Transient Processes-Coin-Tossing
Holding-Time Statistics
Markov Process Statistics
State Occupancy Statistics
First Passage Times
Transitions: Statistics and Inference
Tagging
Processes with Partial Information
Inference
Recurrent Events and Random Walks
Recurrent Events-the Renewal Process
Renewal Statistics
Patterns in Bernoulli Trials
Random Walks
Birth and Death Processes
Ruin Problems
Markovian Population Models
The Vector Markov Process
Branching Processes
Time-Varying Markov Processes
The Chapman-Kolmogorov Equations
Time-Varying Markov Process Examples
Inverse Markov Processes
Notation
Appendixes
Properties of Congruent Matrix Multiplication
A Paper A. A. Markov
References
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Dover
Auteur(s)	Ronald A. Howard
Parution	01/06/2007
Nb. de pages	608
Format	16 x 23
Couverture	Relié
Poids	1720g
Intérieur	Noir et Blanc
EAN13	9780486458700
ISBN13	978-0-4864-5870-0