000 02274nam a22003738i 4500
001 CR9780511626630
003 UkCbUP
005 20200124160219.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 090916s2009||||enk o ||1 0|eng|d
020 _a9780511626630 (ebook)
020 _z9780521731829 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA274.7
_b.M49 2009
082 0 0 _a519.233
_222
100 1 _aMeyn, S. P.
_q(Sean P.),
_eauthor.
245 1 0 _aMarkov chains and stochastic stability /
_cSean Meyn and Richard L. Tweedie.
246 3 _aMarkov Chains & Stochastic Stability
250 _aSecond edition.
264 1 _aCambridge :
_bCambridge University Press,
_c2009.
300 _a1 online resource (xxviii, 594 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge mathematical library
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520 _aMeyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.
650 0 _aMarkov processes.
700 1 _aTweedie, R. L.
_q(Richard L.),
_eauthor.
776 0 8 _iPrint version:
_z9780521731829
830 0 _aCambridge mathematical library.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511626630
999 _c516598
_d516596