Introduction to the Numerical Solution of Markov Chains is popular PDF and ePub book, written by William J. Stewart in 2021-01-12, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Introduction to the Numerical Solution of Markov Chains can be Read Online from any device for your convenience.
Introduction to the Numerical Solution of Markov Chains Book PDF Summary
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.
Detail Book of Introduction to the Numerical Solution of Markov Chains PDF
- Author : William J. Stewart
- Release : 12 January 2021
- Publisher : Princeton University Press
- ISBN : 9780691223384
- Genre : Mathematics
- Total Page : 561 pages
- Language : English
- PDF File Size : 17,6 Mb
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