Introduction to the Numerical Solution of Markov Chains pdf epub mobi txt 电子书 下载 2024


Introduction to the Numerical Solution of Markov Chains

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William J. Stewart
Princeton University Press
1994-11-14
568
USD 125.00
Hardcover
9780691036991

图书标签: Math  CS  2015   


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发表于2024-12-25

Introduction to the Numerical Solution of Markov Chains epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Introduction to the Numerical Solution of Markov Chains epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Introduction to the Numerical Solution of Markov Chains pdf epub mobi txt 电子书 下载 2024



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A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse - and applications are increasingly being found in such areas as engineering, computer science, economics, and education. To apply the techniques to real problems, however, it is necessary to understand how Markov chains can be solved numerically. In this book, the first to offer a systematic and detailed treatment of the numerical solution of Markov chains, William Stewart provides scientists on many levels with the power to put this theory to use in the actual world, where it has applications in areas as diverse as engineering, economics, and education. His efforts make for essential reading in a rapidly growing field. Here, Stewart explores all aspects of numerically computing solutions of Markov chains, especially when the state is huge. He provides extensive background to both discrete-time and continuous-time Markov chains and examines many different numerical computing methods - direct, single-and multi-vector iterative, and projection methods. More specifically, he considers recursive methods often used when the structure of the Markov chain is upper Hessenberg, iterative aggregation/disaggregation methods that are particularly appropriate when it is NCD (nearly completely decomposable), and reduced schemes for cases in which the chain is periodic. There are chapters on methods for computing transient solutions, on stochastic automata networks, and, finally, on currently available software. Throughout Stewart draws on numerous examples and comparisons among the methods he so thoroughly explains.

Introduction to the Numerical Solution of Markov Chains 下载 mobi epub pdf txt 电子书

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