Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Books
  3. Topics in the Constructive Theory of Countable Markov Chains
  • Cited by 191
  • G. Fayolle, Institut National de Recherche en Informatique et en Automatique (INRIA), Rocquencourt, V. A. Malyshev, Institut National de Recherche en Informatique et en Automatique (INRIA), Rocquencourt, M. V. Menshikov, Moscow State University
Publisher:
Cambridge University Press
Online publication date:
November 2011
Print publication year:
1995
Online ISBN:
9780511984020
DOI:
https://doi.org/10.1017/CBO9780511984020
Subjects:
Mathematics, Abstract Analysis, Probability Theory and Stochastic Processes, Statistics and Probability
Information

Book description

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 modelling 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 can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.

Reviews

Review of the hardback:‘The monograph is an excellent piece of work that gives an original and alternative view on countable Markov chains.’

Source: Mededelingen van het Wiskundig Genootschap

Refine List

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

Contents

Contents

Metrics

Full text views

Total number of HTML views: 0
Total number of PDF views: 0 *
Loading metrics...

Book summary page views

Total views: 0 *
Loading metrics...

* Views captured on Cambridge Core between #date#. This data will be updated every 24 hours.

Usage data cannot currently be displayed.