Research Catalog

Title

Markov processes for stochastic modeling / Oliver C. Ibe.

Author

Ibe, Oliver C. (Oliver Chukwudi), 1947-

Publication

Amsterdam ; Boston : Academic Press, ©2009.

Items in the Library & Off-site

Details

Description

xiv, 490 pages : illustrations; 24 cm

Summary

"This book, which is written for upper level undergraduate and graduate students, and researchers, presents a unified presentation of Markov processes. In addition to traditional topics such as Markovian queueing system, the book discusses such topics as continuous-time random walk, correlated random walk, Brownian motion, diffusion processes, hidden Markov models, Markov random fields, Markov point processes and Markov chain Monte Carlo. Continuous-time random walk is currently used in econophysics to model the financial market, which has traditionally been modelled as a Brownian motion. The broad coverage of many different applications of Markov processes provided within this text, ultimately allows it to function as a flexible and comprehensive resource."--Jacket.

Uniform Title

Stochastic modeling

Subject

• Markov processes
• Stochastic processes
• Markov Chains
• Stochastic Processes
• Stochastischer Prozess
• Markov-Prozess
• Processos estocásticos (textos elementares)

Bibliography (note)

• Includes bibliographical references (p. 451-469) and index.

Contents

Basic concepts -- Introduction to Markov processes -- Discrete-time Markov chains -- Continuous-time Markov chains -- Markovian queueing systems -- Markov renewal processes -- Markovian arrival processes -- Random walk -- Brownian motion and diffusion processes -- Controlled Markov processes -- Hidden Markov models -- Markov random fields -- Markov point processes -- Markov chain Monte Carlo.

ISBN

• 9780123744517
• 0123744512

LCCN

2008021501

OCLC

• ocn228676682
• 228676682
• SCSB-9184009

Owning Institutions

Princeton University Library