<P>THIS BOOK PROVIDES A RIGOROUS BUT ELEMENTARY INTRODUCTION TO THE THEORY OF MARKOV PROCESSES ON A COUNTABLE STATE SPACE. IT SHOULD BE ACCESSIBLE TO STUDENTS WITH A SOLID UNDERGRADUATE BACKGROUND IN MATHEMATICS, INCLUDING STUDENTS FROM ENGINEERING, ECONOMICS, PHYSICS, AND BIOLOGY. TOPICS COVERED ARE: DOEBLIN'S THEORY, GENERAL ERGODIC PROPERTIES, AND CONTINUOUS TIME PROCESSES. APPLICATIONS ARE DISPERSED THROUGHOUT THE BOOK. IN ADDITION, A WHOLE CHAPTER IS DEVOTED TO REVERSIBLE PROCESSES AND THE USE OF THEIR ASSOCIATED DIRICHLET FORMS TO ESTIMATE THE RATE OF CONVERGENCE TO EQUILIBRIUM. THESE RESULTS ARE THEN APPLIED TO THE ANALYSIS OF THE METROPOLIS (A.K.A SIMULATED ANNEALING) ALGORITHM.</P><P>THE CORRECTED AND ENLARGED 2<SUP>ND</SUP> EDITION CONTAINS A NEW CHAPTER IN WHICH THE AUTHOR DEVELOPS COMPUTATIONAL METHODS FOR MARKOV CHAINS ON A FINITE STATE SPACE. MOST INTRIGUING IS THE SECTION WITH A NEW TECHNIQUE FOR COMPUTING STATIONARY MEASURES, WHICH IS APPLIED TO DERIVATIONS OF WILSON'S ALGORITHM AND KIRCHOFF'S FORMULA FOR SPANNING TREES IN A CONNECTED GRAPH.</P>
"Sinopsis" puede pertenecer a otra edición de este libro.
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. Topics covered include: Doeblin's theory, general ergodic properties, and continuous time processes.
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm.
The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 17,64 gastos de envío desde Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envíoEUR 23,00 gastos de envío desde Alemania a Estados Unidos de America
Destinos, gastos y plazos de envíoLibrería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm.The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph. 224 pp. Englisch. Nº de ref. del artículo: 9783662517826
Cantidad disponible: 2 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 27232717-n
Cantidad disponible: Más de 20 disponibles
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm.The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph. Nº de ref. del artículo: 9783662517826
Cantidad disponible: 1 disponibles
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: New. Nº de ref. del artículo: 27232717-n
Cantidad disponible: Más de 20 disponibles
Librería: Books Puddle, New York, NY, Estados Unidos de America
Condición: New. pp. 203. Nº de ref. del artículo: 26375007874
Cantidad disponible: 4 disponibles
Librería: moluna, Greven, Alemania
Condición: New. Nº de ref. del artículo: 449138210
Cantidad disponible: Más de 20 disponibles
Librería: Majestic Books, Hounslow, Reino Unido
Condición: New. Print on Demand pp. 203. Nº de ref. del artículo: 372086109
Cantidad disponible: 4 disponibles
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Condición: New. PRINT ON DEMAND pp. 203. Nº de ref. del artículo: 18375007880
Cantidad disponible: 4 disponibles
Librería: Revaluation Books, Exeter, Reino Unido
Paperback. Condición: Brand New. 2nd reprint edition. 224 pages. 9.25x6.10x0.51 inches. In Stock. Nº de ref. del artículo: 3662517825
Cantidad disponible: 1 disponibles
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 27232717
Cantidad disponible: Más de 20 disponibles