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Markov Chains: Models, Algorithms and Applications

Markov Chains: Models, Algorithms and Applications

Paperback

Series: International Operations Research & Management Science, Book 83

General ComputersGeneral MathematicsProbability & Statistics

Currently unavailable to order

ISBN10: 1441939865
ISBN13: 9781441939869
Publisher: Springer
Published: Nov 25 2010
Pages: 208
Weight: 0.70
Height: 0.47 Width: 6.10 Depth: 9.25
Language: English

Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This monograph will present a series of Markov models, starting from the basic models and then building up to higher-order models. Included in the higher-order discussions are multivariate models, higher-order multivariate models, and higher-order hidden models. In each case, the focus is on the important kinds of applications that can be made with the class of models being considered in the current chapter. Special attention is given to numerical algorithms that can efficiently solve the models.

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Probability & Statistics