Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queues

Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queues
ISBN-10
3030459829
ISBN-13
9783030459826
Series
Markov Chains
Category
Mathematics
Pages
557
Language
English
Published
2020-05-23
Publisher
Springer Nature
Author
Pierre Bremaud

Description

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.

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