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Cambridge University Press Markov Chains and Stochastic Stability (Cambridge Mathematical Library)

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£72.46 £68.01 £68.98 £69.95 £70.92 £71.89 £72.87 26 April 2026 13 May 2026 30 May 2026 16 June 2026 03 July 2026

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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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
02 April 2009
Listed Since
08 October 2008

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