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Markov Chains
By:Bruno Sericola
Published on 2013-08-05 by John Wiley & Sons
Markov chains are a fundamental class of stochastic processes.They are widely used to solve problems in a large number of domainssuch as operational research, computer science, communicationnetworks and manufacturing systems. The success of Markov chains ismainly due to their simplicity of use, the large number ofavailable theoretical results and the quality of algorithmsdeveloped for the numerical evaluation of many metrics ofinterest. The author presents the theory of both discrete-time andcontinuous-time homogeneous Markov chains. He carefully examinesthe explosion phenomenon, the Kolmogorov equations, the convergenceto equilibrium and the passage time distributions to a state and toa subset of states. These results are applied to birth-and-deathprocesses. He then proposes a detailed study of the uniformizationtechnique by means of Banach algebra. This technique is used forthe transient analysis of several queuing systems. Contents 1. Discrete-Time Markov Chains 2. Continuous-Time Markov Chains 3. Birth-and-Death Processes 4. Uniformization 5. Queues About the Authors Bruno Sericola is a Senior Research Scientist at Inria Rennes– Bretagne Atlantique in France. His main research activityis in performance evaluation of computer and communication systems,dependability analysis of fault-tolerant systems and stochasticmodels.
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Book ID of Markov Chains's Books is tRdwAAAAQBAJ, Book which was written byBruno Sericolahave ETAG "NiWnRNmBaxM"
Book which was published by John Wiley & Sons since 2013-08-05 have ISBNs, ISBN 13 Code is 9781118731536 and ISBN 10 Code is 1118731530
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