| Markov Chains and Stochastic Stability Contributor(s): Meyn, Sean (Author), Tweedie, Richard L. (Author), Glynn, Peter W. (Prologue by) |
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ISBN: 0521731828 ISBN-13: 9780521731829 Publisher: Cambridge University Press OUR PRICE: $94.05 Product Type: Paperback - Other Formats Published: April 2009 Annotation: New up-to-date edition of this influential classic - the bible on Markov chains in general state spaces is back. |
| Additional Information |
| BISAC Categories: - Technology & Engineering - Mathematics | Probability & Statistics - General |
| Dewey: 519.233 |
| Series: Cambridge Mathematical Library |
| Physical Information: 1.2" H x 6.7" W x 9.6" (2.40 lbs) 624 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |
Contributor Bio(s): Meyn, Sean: - 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.Tweedie, Richard L.: - Richard L. Tweedie was Professor and Head of the Division of Biostatistics at the University of Minnesota before his death in 2001. |