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  3. Markov Chains and Stochastic Stability
  • Cited by 912
      • 2nd edition
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    • Publisher:
      Cambridge University Press
      Publication date:
      August 2012
      April 2009
      ISBN:
      9780511626630
      9780521731829
      DOI:
      https://doi.org/10.1017/CBO9780511626630
      Dimensions:
      Weight & Pages:
      Dimensions:
      (247 x 174 mm)
      Weight & Pages:
      1.12kg, 624 Pages
      • Subjects:
      Mathematics (general), Communications and Signal Processing, Engineering, Applied Probability and Stochastic Networks, Statistics and Probability
      Series:
      Cambridge Mathematical Library
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    • Selected: Digital
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    Subjects:
    Mathematics (general), Communications and Signal Processing, Engineering, Applied Probability and Stochastic Networks, Statistics and Probability
    Series:
    Cambridge Mathematical Library
    Information

    Book description

    Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.

    Reviews

    ‘This second edition remains true to the remarkable standards of scholarship established by the first edition … it will no doubt be a very welcome addition to the literature.’

    Peter W. Glynn - Prologue to the Second Edition

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