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Cambridge University Press Cambridge Markov Chains and Stochastic Stability Book

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Description

Meyn and Tweedie returns with an updated edition of the definitive text on Markov chains in general state spaces. This volume from the Cambridge Mathematical Library has been revised to include significant developments in the field since the 1996 first edition. As research expands into more efficient simulation algorithms for complex Markovian models and optimal policies for controlled Markov models, this book addresses new directions in the discipline. It covers emerging applications across various sectors, including statistics, economics, and optimisation. This updated version includes new commentary and an epilogue by Sean Meyn to provide modern context for researchers and students in engineering, technology, and mathematics.

Key Features

This updated edition from Cambridge University Press reflects field developments since the 1996 publication.

The text covers new research directions in simulation algorithms for complex Markovian models.

Includes new commentary and an epilogue by Sean Meyn to support modern academic study.

Addresses diverse applications in statistics, economics, and optimisation research.

Part of the Cambridge Mathematical Library for specialized scientific study.

Product Specifications

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

Barcode

No barcode data available

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