Markov processes play an important role in the study of probability theory. Homogeneous denumerable Markov processes are among the main topics in the theory and have a wide range of application in various fields of science and technology (for example, in physics, cybernetics, queuing theory and dynamical programming). This book is a detailed presentation and summary of the research results obtained by the authors in recent years. Most of the results are published for the first time. Two new methods are given: one is the minimal nonnegative solution, the second the limit transition method. With the help of these two methods, the authors solve many important problems in the framework of denumerable Markov processes.
Markov processes play an important role in the study of probability theory. Homogeneous denumerable Markov processes are among the main topics in the theory and have a wide range of application in various fields of science and technology (for example, in physics, cybernetics, queuing theory and dynamical programming). This book is a detailed presentation and summary of the research results obtained by the authors in recent years. Most of the results are published for the first time. Two new methods are given: one is the minimal nonnegative solution, the second the limit transition method. With the help of these two methods, the authors solve many important problems in the framework of denumerable Markov processes.
With the first edition out of print, we decided to arrange for republi cation of Denumerrible Markov Ohains with additional bibliographic material. The new edition contains a section Additional...
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new...
Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursions away from 0," that is pieces of path...
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