Markov Chains and Stochastic Stability - Cambridge Mathematical Library
Markov Chains and Stochastic Stability - Cambridge Mathematical Library
paperback
Published:
2 April, 2009
paperback
Published:
2 April, 2009
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Description
Meyn 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.
More Details
| Type | Book |
|---|---|
| ISBN13 | 9780521731829 |
| ISBN10 | 0521731828 |
| Number Of Pages | 624 |
| Item Weight | 1120 g |
| Product Dimensions | 174 x 247 x 32 mm |
| Publisher / Reseller | Cambridge University Press |
| Format | paperback |
| Edition | 2nd Revised edition |
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Media Reviews
'This second edition remains true to the remarkable standards of scholarship established by the first edition … it will no doubt be a very welcome addition to the literature.' Peter W. Glynn, Prologue to the Second Edition
GoodReads Reviews
Author's Bio
Sean Meyn is a professor in the Department of Electrical and Computer Engineering and director of the Division and Control Laboratory of the Coordinated Science Laboratory at the University of Illinois. He has served on the editorial boards of several journals in areas of systems and control and applied probability. Richard L. Tweedie was Professor and Head of the Division of Biostatistics at the University of Minnesota before his death in 2001.