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Author :
Publisher :
ISBN 13 : 9783036523989
Total Pages : 294 pages
Book Rating : 4.5/5 (239 download)
Download or read book Markov and Semi-markov Chains, Processes, Systems and Emerging Related Fields written by and published by . This book was released on 2021-12-09 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : P.-C.G. Vassiliou
Publisher : CRC Press
ISBN 13 : 135198070X
Total Pages : 607 pages
Book Rating : 4.3/5 (519 download)
Download or read book Non-Homogeneous Markov Chains and Systems written by P.-C.G. Vassiliou and published by CRC Press. This book was released on 2022-12-21 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.
Author : G. George Yin
Publisher : Springer Science & Business Media
ISBN 13 : 0387268715
Total Pages : 347 pages
Book Rating : 4.3/5 (872 download)
Download or read book Discrete-Time Markov Chains written by G. George Yin and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this book is devoted to designing system models arising from various applications, analyzing them via analytic and probabilistic techniques, and developing feasible compu- tionalschemes. Ourmainconcernistoreducetheinherentsystemcompl- ity. Although each of the applications has its own distinct characteristics, all of them are closely related through the modeling of uncertainty due to jump or switching random processes. Oneofthesalientfeaturesofthisbookistheuseofmulti-timescalesin Markovprocessesandtheirapplications. Intuitively,notallpartsorcom- nents of a large-scale system evolve at the same rate. Some of them change rapidly and others vary slowly. The di?erent rates of variations allow us to reduce complexity via decomposition and aggregation. It would be ideal if we could divide a large system into its smallest irreducible subsystems completely separable from one another and treat each subsystem indep- dently. However, this is often infeasible in reality due to various physical constraints and other considerations. Thus, we have to deal with situations in which the systems are only nearly decomposable in the sense that there are weak links among the irreducible subsystems, which dictate the oc- sional regime changes of the system. An e?ective way to treat such near decomposability is time-scale separation. That is, we set up the systems as if there were two time scales, fast vs. slow. xii Preface Followingthetime-scaleseparation,weusesingularperturbationmeth- ology to treat the underlying systems.
Author : Zhenting Hou
Publisher : Springer Science & Business Media
ISBN 13 : 146130265X
Total Pages : 501 pages
Book Rating : 4.4/5 (613 download)
Download or read book Markov Processes and Controlled Markov Chains written by Zhenting Hou and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South American and Asian scholars.
Author : Jacques Janssen
Publisher : Springer Science & Business Media
ISBN 13 : 0387295488
Total Pages : 315 pages
Book Rating : 4.3/5 (872 download)
Download or read book Applied Semi-Markov Processes written by Jacques Janssen and published by Springer Science & Business Media. This book was released on 2006-02-08 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.
Author : Qiying Hu
Publisher : Springer Science & Business Media
ISBN 13 : 0387369511
Total Pages : 305 pages
Book Rating : 4.3/5 (873 download)
Download or read book Markov Decision Processes with Their Applications written by Qiying Hu and published by Springer Science & Business Media. This book was released on 2007-09-14 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their applications in the optimal control of discrete event systems, optimal replacement, and optimal allocations in sequential online auctions. This dynamic new book offers fresh applications of MDPs in areas such as the control of discrete event systems and the optimal allocations in sequential online auctions.
Author : Nikolaos Limnios
Publisher : Springer Science & Business Media
ISBN 13 : 9780817641962
Total Pages : 238 pages
Book Rating : 4.6/5 (419 download)
Download or read book Semi-Markov Processes and Reliability written by Nikolaos Limnios and published by Springer Science & Business Media. This book was released on 2001-02-16 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.
Author : Theodore J. Sheskin
Publisher : CRC Press
ISBN 13 : 1420051121
Total Pages : 478 pages
Book Rating : 4.4/5 (2 download)
Download or read book Markov Chains and Decision Processes for Engineers and Managers written by Theodore J. Sheskin and published by CRC Press. This book was released on 2016-04-19 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recognized as a powerful tool for dealing with uncertainty, Markov modeling can enhance your ability to analyze complex production and service systems. However, most books on Markov chains or decision processes are often either highly theoretical, with few examples, or highly prescriptive, with little justification for the steps of the algorithms u
Author : Pierre Bremaud
Publisher : Springer Science & Business Media
ISBN 13 : 1475731248
Total Pages : 456 pages
Book Rating : 4.4/5 (757 download)
Download or read book Markov Chains written by Pierre Bremaud and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
Author : Ruslan K. Chornei
Publisher : Springer Science & Business Media
ISBN 13 : 038731279X
Total Pages : 269 pages
Book Rating : 4.3/5 (873 download)
Download or read book Control of Spatially Structured Random Processes and Random Fields with Applications written by Ruslan K. Chornei and published by Springer Science & Business Media. This book was released on 2006-09-03 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the study and optimization of spatiotemporal stochastic processes - processes which develop simultaneously in space and time under random influences. These processes are seen to occur almost everywhere when studying the global behavior of complex systems. The book presents problems and content not considered in other books on controlled Markov processes, especially regarding controlled Markov fields on graphs.
Author :
Publisher :
ISBN 13 :
Total Pages : 848 pages
Book Rating : 4.3/5 (91 download)
Download or read book Markov Processes and Related Fields written by and published by . This book was released on 2007 with total page 848 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Franciszek Grabski
Publisher : Elsevier
ISBN 13 : 9780128102619
Total Pages : 270 pages
Book Rating : 4.1/5 (26 download)
Download or read book Semi-Markov Processes: Applications in System Reliability and Maintenance written by Franciszek Grabski and published by Elsevier. This book was released on 2017-11-13 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Semi-Markov Processes: Applications in System Reliability and Maintenance" is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The bookexplains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and theorems from discrete state Semi-Markov Process (SMP) theory.Describes the method behind constructing Semi-Markov (SM) models and SM decision models in the field of reliability and maintenance.Provides numerous individual versions of SM models, including the most recent and their impact on system reliability and maintenance."
Author : Nikolaos Limnios
Publisher : Springer Nature
ISBN 13 : 3031334299
Total Pages : 206 pages
Book Rating : 4.0/5 (313 download)
Download or read book Discrete-Time Semi-Markov Random Evolutions and Their Applications written by Nikolaos Limnios and published by Springer Nature. This book was released on 2023-07-24 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and their extensions in some additional directions, including reduced random media, controlled processes, and optimal stopping. Finally, applications of discrete-time semi-Markov random evolutions in epidemiology and financial mathematics are discussed. This book will be of interest to researchers and graduate students in applied mathematics and statistics, and other disciplines, including engineering, epidemiology, finance and economics, who are concerned with stochastic models of systems.
Author : Wai-Ki Ching
Publisher : Springer Science & Business Media
ISBN 13 : 1461463122
Total Pages : 259 pages
Book Rating : 4.4/5 (614 download)
Download or read book Markov Chains written by Wai-Ki Ching and published by Springer Science & Business Media. This book was released on 2013-03-27 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data. This book consists of eight chapters. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods for solving linear systems will be introduced for finding the stationary distribution of a Markov chain. The chapter then covers the basic theories and algorithms for hidden Markov models (HMMs) and Markov decision processes (MDPs). Chapter 2 discusses the applications of continuous time Markov chains to model queueing systems and discrete time Markov chain for computing the PageRank, the ranking of websites on the Internet. Chapter 3 studies Markovian models for manufacturing and re-manufacturing systems and presents closed form solutions and fast numerical algorithms for solving the captured systems. In Chapter 4, the authors present a simple hidden Markov model (HMM) with fast numerical algorithms for estimating the model parameters. An application of the HMM for customer classification is also presented. Chapter 5 discusses Markov decision processes for customer lifetime values. Customer Lifetime Values (CLV) is an important concept and quantity in marketing management. The authors present an approach based on Markov decision processes for the calculation of CLV using real data. Chapter 6 considers higher-order Markov chain models, particularly a class of parsimonious higher-order Markov chain models. Efficient estimation methods for model parameters based on linear programming are presented. Contemporary research results on applications to demand predictions, inventory control and financial risk measurement are also presented. In Chapter 7, a class of parsimonious multivariate Markov models is introduced. Again, efficient estimation methods based on linear programming are presented. Applications to demand predictions, inventory control policy and modeling credit ratings data are discussed. Finally, Chapter 8 re-visits hidden Markov models, and the authors present a new class of hidden Markov models with efficient algorithms for estimating the model parameters. Applications to modeling interest rates, credit ratings and default data are discussed. This book is aimed at senior undergraduate students, postgraduate students, professionals, practitioners, and researchers in applied mathematics, computational science, operational research, management science and finance, who are interested in the formulation and computation of queueing networks, Markov chain models and related topics. Readers are expected to have some basic knowledge of probability theory, Markov processes and matrix theory.
Author : Pierre Brémaud
Publisher : Springer
ISBN 13 : 9783030459840
Total Pages : 557 pages
Book Rating : 4.4/5 (598 download)
Download or read book Markov Chains written by Pierre Brémaud and published by Springer. This book was released on 2021-05-24 with total page 557 pages. Available in PDF, EPUB and Kindle. Book excerpt: Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
Author : Vlad Stefan Barbu
Publisher : Springer Science & Business Media
ISBN 13 : 0387731733
Total Pages : 233 pages
Book Rating : 4.3/5 (877 download)
Download or read book Semi-Markov Chains and Hidden Semi-Markov Models toward Applications written by Vlad Stefan Barbu and published by Springer Science & Business Media. This book was released on 2009-01-07 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers.
Author : Vidyadhar G. Kulkarni
Publisher :
ISBN 13 :
Total Pages : 212 pages
Book Rating : 4.E/5 ( download)
Download or read book Ladder Processes for Markov and Semi-Markov Chains written by Vidyadhar G. Kulkarni and published by . This book was released on 1980 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
