Topics in the Constructive Theory of Countable Markov Chains

by G. Fayolle, V. A. Malyshev, M. V. Menshikov

Book Overview

Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used for example in performance modeling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods,...

• Format: Paperback
• Language: English
• ISBN: 0521064473
• ISBN13: 9780521064477
• Release Date: June 2008
• Publisher: Cambridge University Press
• Length: 180 Pages
• Weight: 0.60 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"