Non Homogeneous Markov Chains And Systems

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Non Homogeneous Markov Chains And Systems

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Author : P.-C.G. Vassiliou
language : en
Publisher: CRC Press
Release Date : 2022-12-21

Non Homogeneous Markov Chains And Systems written by P.-C.G. Vassiliou and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-21 with Mathematics categories.

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.

Reliability And Availability Engineering

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Author : Kishor S. Trivedi
language : en
Publisher: Cambridge University Press
Release Date : 2017-08-03

Reliability And Availability Engineering written by Kishor S. Trivedi and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-03 with Computers categories.

Learn about the techniques used for evaluating the reliability and availability of engineered systems with this comprehensive guide.

Lectures On The Coupling Method

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Author : Torgny Lindvall
language : en
Publisher: Courier Corporation
Release Date : 2002-01-01

Lectures On The Coupling Method written by Torgny Lindvall and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-01 with Mathematics categories.

An important tool in probability theory and its applications, the coupling method is primarily used in estimates of total variation distances. The method also works well in establishing inequalities, and it has proven highly successful in the study of Markov and renewal process asymptotics. This text represents a detailed, comprehensive examination of the method and its broad variety of applications. Readers progress from simple to advanced topics, with end-of-discussion notes that reinforce the preceding material. Topics include renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. A practical and easy-to-use reference, this volume will accommodate the diverse needs of professionals in the fields of statistics, mathematics, and operational research, as well as those of teachers and students.

Foundations Of Average Cost Nonhomogeneous Controlled Markov Chains

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Author : Xi-Ren Cao
language : en
Publisher: Springer Nature
Release Date : 2020-09-09

Foundations Of Average Cost Nonhomogeneous Controlled Markov Chains written by Xi-Ren Cao and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-09 with Technology & Engineering categories.

This Springer brief addresses the challenges encountered in the study of the optimization of time-nonhomogeneous Markov chains. It develops new insights and new methodologies for systems in which concepts such as stationarity, ergodicity, periodicity and connectivity do not apply. This brief introduces the novel concept of confluencity and applies a relative optimization approach. It develops a comprehensive theory for optimization of the long-run average of time-nonhomogeneous Markov chains. The book shows that confluencity is the most fundamental concept in optimization, and that relative optimization is more suitable for treating the systems under consideration than standard ideas of dynamic programming. Using confluencity and relative optimization, the author classifies states as confluent or branching and shows how the under-selectivity issue of the long-run average can be easily addressed, multi-class optimization implemented, and Nth biases and Blackwell optimality conditions derived. These results are presented in a book for the first time and so may enhance the understanding of optimization and motivate new research ideas in the area.

Markov Chains

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Author : Pierre Bremaud
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Markov Chains written by Pierre Bremaud and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.

In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics are slowly and carefully developed, in order to make self-study easier. The author treats the classic topics of Markov chain theory, both in discrete time and continuous time, as well as the connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete- time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The result is an up-to-date textbook on stochastic processes. Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant.

Multi State System Reliability Analysis And Optimization For Engineers And Industrial Managers

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Author : Anatoly Lisnianski
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-08-02

Multi State System Reliability Analysis And Optimization For Engineers And Industrial Managers written by Anatoly Lisnianski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-02 with Technology & Engineering categories.

Multi-state System Reliability Analysis and Optimization for Engineers and Industrial Managers presents a comprehensive, up-to-date description of multi-state system (MSS) reliability as a natural extension of classical binary-state reliability. It presents all essential theoretical achievements in the field, but is also practically oriented. New theoretical issues are described, including: • combined Markov and semi-Markov processes methods, and universal generating function techniques; • statistical data processing for MSSs; • reliability analysis of aging MSSs; • methods for cost-reliability and cost-availability analysis of MSSs; and • main definitions and concepts of fuzzy MSS. Multi-state System Reliability Analysis and Optimization for Engineers and Industrial Managers also discusses life cycle cost analysis and practical optimal decision making for real world MSSs. Numerous examples are included in each section in order to illustrate mathematical tools. Besides these examples, real world MSSs (such as power generating and transmission systems, air-conditioning systems, production systems, etc.) are considered as case studies. Multi-state System Reliability Analysis and Optimization for Engineers and Industrial Managers also describes basic concepts of MSS, MSS reliability measures and tools for MSS reliability assessment and optimization. It is a self-contained study resource and does not require prior knowledge from its readers, making the book attractive for researchers as well as for practical engineers and industrial managers.

Non Homogeneous Random Walks

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Author : Mikhail Vasilʹevich Menʹshikov
language : en
Publisher:
Release Date : 2017

Non Homogeneous Random Walks written by Mikhail Vasilʹevich Menʹshikov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with MATHEMATICS categories.

Non Homogeneous Markov Chains And Systems

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Author : Panos-C. G. Vassiliou
language : en
Publisher: C&h/CRC Press
Release Date : 2022-11

Non Homogeneous Markov Chains And Systems written by Panos-C. G. Vassiliou and has been published by C&h/CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-11 with Markov processes categories.

Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfils 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 reader is 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 open it up 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 book 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, so as to be useful to researchers from a variety of fields.

Semi Markov Models And Applications

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Author : Jacques Janssen
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01

Semi Markov Models And Applications written by Jacques Janssen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Mathematics categories.

This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.

Markov Chains And Stochastic Stability

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Author : Sean Meyn
language : en
Publisher: Cambridge University Press
Release Date : 2009-04-02

Markov Chains And Stochastic Stability written by Sean Meyn and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-02 with Mathematics categories.

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.