Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modeling. The detailed explanations of mathematical derivations and numerous illustrative examples make this textbook readily accessible to. 8.1 The Markov Inequality 180 8.2 The Chebychev Inequality 181 8.3 The Chernoff Bound 182 8.4 The Laws of Large Numbers 182 8.5 The Central Limit Theorem 184 8.6 Exercises 187 II MARKOV CHAINS 191 9 Discrete- and Continuous-Time Markov Chains 193 9.1 Stochastic Processes and Markov Chains 193 9.2 Discrete-Time Markov Chains: Definitions 195. Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modeling. The detailed explanations of mathematical derivations and numerous illustrative examples make this textbook readily accessible to graduate and advanced undergraduate students taking courses in which stochastic processes play a.

1. Hassan S Bakouch
2. Tanta University

Hassan S Bakouch

♥ Book Title : Markov Chains ♣ Name Author : J. R. Norris ∞ Launching : 1998-07-28 ◊ Info ISBN Link : 0521633966 ⊗ Detail ISBN code : 9780521633963 ⊕ Number Pages : Total 237 sheet ♮ News id : qM65VRmOJZAC Download FileStart Reading

☯ Full Synopsis : 'In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.'Article J. R. Norris Statement ...'

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