Introduction to the numerical solution of Markov Chains (Record no. 559318)
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fixed length control field | 02186 a2200193 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20180824095326.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 180821b xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9780691036991 |
040 ## - CATALOGING SOURCE | |
Transcribing agency | IIT Kanpur |
041 ## - LANGUAGE CODE | |
Language code of text/sound track or separate title | eng |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.233 |
Item number | St49i |
100 ## - MAIN ENTRY--AUTHOR NAME | |
Personal name | Stewart, William J. |
245 ## - TITLE STATEMENT | |
Title | Introduction to the numerical solution of Markov Chains |
Statement of responsibility, etc | William J. Stewart |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Name of publisher | Princeton University Press |
Year of publication | 1994 |
Place of publication | New Jersey |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | xix, 539p |
520 ## - SUMMARY, ETC. | |
Summary, etc | A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse--and applications are increasingly being found in such areas as engineering, computer science, economics, and education. To apply the techniques to real problems, however, it is necessary to understand how Markov chains can be solved numerically. In this book, the first to offer a systematic and detailed treatment of the numerical solution of Markov chains, William Stewart provides scientists on many levels with the power to put this theory to use in the actual world, where it has applications in areas as diverse as engineering, economics, and education. His efforts make for essential reading in a rapidly growing field. Here Stewart explores all aspects of numerically computing solutions of Markov chains, especially when the state is huge. He provides extensive background to both discrete-time and continuous-time Markov chains and examines many different numerical computing methods--direct, single-and multi-vector iterative, and projection methods. More specifically, he considers recursive methods often used when the structure of the Markov chain is upper Hessenberg, iterative aggregation/disaggregation methods that are particularly appropriate when it is NCD (nearly completely decomposable), and reduced schemes for cases in which the chain is periodic. There are chapters on methods for computing transient solutions, on stochastic automata networks, and, finally, on currently available software. Throughout Stewart draws on numerous examples and comparisons among the methods he so thoroughly explains. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Markov-processen |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Books |
Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
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General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 21/08/2018 | 7 | 8092.16 | 519.233 St49i | A183715 | 10115.20 | Books |