书目名称 | Continuous-Time Markov Chains and Applications | 副标题 | A Singular Perturbat | 编辑 | G. George Yin,Qing Zhang | 视频video | http://file.papertrans.cn/238/237044/237044.mp4 | 丛书名称 | Stochastic Modelling and Applied Probability | 图书封面 |  | 描述 | This book is concerned with continuous-time Markov chains. It develops an integrated approach to singularly perturbed Markovian systems, and reveals interrelations of stochastic processes and singular perturbations. In recent years, Markovian formulations have been used routinely for nu merous real-world systems under uncertainties. Quite often, the underlying Markov chain is subject to rather frequent fluctuations and the correspond ing states are naturally divisible to a number of groups such that the chain fluctuates very rapidly among different states within a group, but jumps less frequently from one group to another. Various applications in engineer ing, economics, and biological and physical sciences have posed increasing demands on an in-depth study of such systems. A basic issue common to many different fields is the understanding of the distribution and the struc ture of the underlying uncertainty. Such needs become even more pressing when we deal with complex and/or large-scale Markovian models, whose closed-form solutions are usually very difficult to obtain. Markov chain, a well-known subject, has been studied by a host of re searchers for many years. While nonsta | 出版日期 | Book 19981st edition | 关键词 | Markov chain; Probability distribution; Stochastic processes; continuous-time Markov chain; operations r | 版次 | 1 | doi | https://doi.org/10.1007/978-1-4612-0627-9 | isbn_ebook | 978-1-4612-0627-9Series ISSN 0172-4568 Series E-ISSN 2197-439X | issn_series | 0172-4568 | copyright | Springer Science+Business Media New York 1998 |
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