Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queues


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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.

Author: Pierre Brémaud
Publisher: Springer
Published: 05/24/2021
Pages: 557
Binding Type: Paperback
Weight: 1.75lbs
Size: 9.21h x 6.14w x 1.17d
ISBN13: 9783030459840
ISBN10: 3030459845
BISAC Categories:
- Mathematics | Probability & Statistics | General
- Business & Economics | Operations Research
- Technology & Engineering | Electrical

About the Author
Pierre Brémaud graduated from the École Polytechnique and obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science at the University of California, Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference books and textbooks.