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Table Of Contents

2.4 Poisson processes
2.5 Birth processes
2.6 Jump chain and holding times
2.7 Explosion
2.8 Forward and backward equations
2.9 Non-minimal chains
2.10 Appendix: matrix exponentials
Continuous-time Markov chains II
3.1 Basic properties
3.2 Class structure
3.4 Recurrence and transience
3.5 Invariant distributions
3.6 Convergence to equilibrium
3.7 Time reversal
3.8 Ergodic theorem
4.1 Martingales
4.2 Potential theory
4.3 Electrical networks
4.4 Brownian motion
5.1 Markov chains in biology
5.2 Queues and queueing networks 179
5.2 Queues and queueing networks
5.3 Markov chains in resource management
5.4 Markov decision processes
5.5 Markov chain Monte Carlo
Appendix: probability and measure
6.1 Countable sets and countable sums
6.2 Basic facts of measure theory
6.3 Probability spaces and expectation
6.4 Monotone convergence and Fubini's theorem 223
6.4 Monotone convergence and Fubini's theorem
6.5 Stopping times and the strong Markov property
6.6 Uniqueness of probabilities and independence of a-algebras
Further reading
Index
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markov-chains

markov-chains

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Published by elgianka

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Published by: elgianka on Jan 22, 2011
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