Markov Chains and Stochastic Stability
Markov Chains and Stochastic Stability
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DOI：
10.1007/978-1-4471-3267-7
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发表时间：
1993
期刊：
影响因子：
--
通讯作者：
S. Meyn;R. Tweedie
中科院分区：
文献类型：
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作者：
S. Meyn;R. Tweedie
马尔可夫链和随机稳定性是通信和控制工程系列（CCES）的一部分，由教授BW迪金森，艾德桑塔格，M。Thomas，A. Fettweis、JL Massey和JW Modestino。马尔可夫链理论和应用领域在过去的20年里已经成熟，变得更加容易和完整。它的重要性和重要性越来越大。本出版物涉及行动的马尔可夫链一般状态空间。它讨论的理论和使用获得，集中在工程领域，运筹学和控制理论。在整个过程中，随机稳定性的主题和寻找验证这种稳定性的实用方法，提供了一个新的和强大的技术。这不仅影响了应用，也影响了理论本身的发展。具体模型的理论的影响进行了详细讨论，以提供的例子，以及证明这些模型的重要性。《马尔可夫链和随机稳定性》可以用作应用马尔可夫链理论的教科书，前提是人们只关注主要方面。对于具有可数空间随机模型标准背景的研究生也是有益的。最后，这本书可以作为一个研究资源和积极的工具，为从业人员。
Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors BW Dickinson, ED Sontag, M. Thoma, A. Fettweis, JL Massey and JW Modestino. The area of Markov chain theory and application has matured over the past 20 years into something more accessible and complete. It is of increasing interest and importance. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the use to be gained, concentrating on the areas of engineering, operations research and control theory. Throughout, the theme of stochastic stability and the search for practical methods of verifying such stability, provide a new and powerful technique. This does not only affect applications but also the development of the theory itself. The impact of the theory on specific models is discussed in detail, in order to provide examples as well as to demonstrate the importance of these models. Markov Chains and Stochastic Stability can be used as a textbook on applied Markov chain theory, provided that one concentrates on the main aspects only. It is also of benefit to graduate students with a standard background in countable space stochastic models. Finally, the book can serve as a research resource and active tool for practitioners.