Kniha Continuous-Time Markov Chains Anyue Chen

Continuous-Time Markov Chains

Q-Matrix Problem

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Očekávaná novinka
Vydání 28. 02. 2027
2 164
This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2018
Stránek
400
EAN
9789812838063
ISBN
9812838066
Enbook ID
05069435
Hmotnost
18

Kompletní popis

This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a comprehensive and extensive discussion on its general theory and applications. It covers the properties of Q-matrix and transition function as well as the existence and uniqueness of Q-processes in stable and unstable cases. Monotonity, recurrency and ergodicity criteria are presented in this book. It also gives some important conclusions regarding the transiency properties, including invariant measures and quasi-limiting distributions for some important Q-processes.

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