Markov Chains Models Algorithms And Applications

Author : Wai-Ki Ching
Publisher : Springer Science & Business Media
ISBN 13 : 038729337X
Total Pages : 212 pages
Book Rating : 4.70/5 ( download)

DOWNLOAD NOW!

Download or read book Markov Chains: Models, Algorithms and Applications written by Wai-Ki Ching and published by Springer Science & Business Media. This book was released on 2006-06-05 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This monograph will present a series of Markov models, starting from the basic models and then building up to higher-order models. Included in the higher-order discussions are multivariate models, higher-order multivariate models, and higher-order hidden models. In each case, the focus is on the important kinds of applications that can be made with the class of models being considered in the current chapter. Special attention is given to numerical algorithms that can efficiently solve the models. Therefore, Markov Chains: Models, Algorithms and Applications outlines recent developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, DNA sequences, genetic networks, data mining, and many other practical systems.

Author : Douglas K. Macbeth
Publisher :
ISBN 13 : 9781854230379
Total Pages : 350 pages
Book Rating : 4.79/5 ( download)

DOWNLOAD NOW!

Download or read book Operations Management in Advanced Manufacture and Services Common Issues : Common Approaches written by Douglas K. Macbeth and published by . This book was released on 1989 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Etienne Pardoux
Publisher : John Wiley & Sons
ISBN 13 : 0470721863
Total Pages : 322 pages
Book Rating : 4.65/5 ( download)

DOWNLOAD NOW!

Download or read book Markov Processes and Applications written by Etienne Pardoux and published by John Wiley & Sons. This book was released on 2008-11-20 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful to anybody teaching a course on Markov processes." Jean-François Le Gall, Professor at Université de Paris-Orsay, France. Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. They constitute important models in many applied fields. After an introduction to the Monte Carlo method, this book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It also presents numerous applications including Markov Chain Monte Carlo, Simulated Annealing, Hidden Markov Models, Annotation and Alignment of Genomic sequences, Control and Filtering, Phylogenetic tree reconstruction and Queuing networks. The last chapter is an introduction to stochastic calculus and mathematical finance. Features include: The Monte Carlo method, discrete time Markov chains, the Poisson process and continuous time jump Markov processes. An introduction to diffusion processes, mathematical finance and stochastic calculus. Applications of Markov processes to various fields, ranging from mathematical biology, to financial engineering and computer science. Numerous exercises and problems with solutions to most of them

Author : Olle Häggström
Publisher : Cambridge University Press
ISBN 13 : 9780521890014
Total Pages : 132 pages
Book Rating : 4.12/5 ( download)

DOWNLOAD NOW!

Download or read book Finite Markov Chains and Algorithmic Applications written by Olle Häggström and published by Cambridge University Press. This book was released on 2002-05-30 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on a lecture course given at Chalmers University of Technology, this 2002 book is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability theory and Markov chains before applying it to study a range of randomized algorithms with important applications in optimization and other problems in computing. Amongst the algorithms covered are the Markov chain Monte Carlo method, simulated annealing, and the recent Propp-Wilson algorithm. This book will appeal not only to mathematicians, but also to students of statistics and computer science. The subject matter is introduced in a clear and concise fashion and the numerous exercises included will help students to deepen their understanding.

Author : Bruno Sericola
Publisher : John Wiley & Sons
ISBN 13 : 1118731530
Total Pages : 306 pages
Book Rating : 4.36/5 ( download)

DOWNLOAD NOW!

Download or read book Markov Chains written by Bruno Sericola and published by John Wiley & Sons. This book was released on 2013-08-05 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest. The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the Kolmogorov equations, the convergence to equilibrium and the passage time distributions to a state and to a subset of states. These results are applied to birth-and-death processes. He then proposes a detailed study of the uniformization technique by means of Banach algebra. This technique is used for the transient analysis of several queuing systems. Contents 1. Discrete-Time Markov Chains 2. Continuous-Time Markov Chains 3. Birth-and-Death Processes 4. Uniformization 5. Queues About the Authors Bruno Sericola is a Senior Research Scientist at Inria Rennes – Bretagne Atlantique in France. His main research activity is in performance evaluation of computer and communication systems, dependability analysis of fault-tolerant systems and stochastic models.

Author : George Yin
Publisher : Springer Science & Business Media
ISBN 13 : 9780387219486
Total Pages : 372 pages
Book Rating : 4.8X/5 ( download)

DOWNLOAD NOW!

Download or read book Discrete-Time Markov Chains written by George Yin and published by Springer Science & Business Media. This book was released on 2005 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications.

Author : Theodore J. Sheskin
Publisher : CRC Press
ISBN 13 : 1420051121
Total Pages : 478 pages
Book Rating : 4.24/5 ( download)

DOWNLOAD NOW!

Download or read book Markov Chains and Decision Processes for Engineers and Managers written by Theodore J. Sheskin and published by CRC Press. This book was released on 2016-04-19 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recognized as a powerful tool for dealing with uncertainty, Markov modeling can enhance your ability to analyze complex production and service systems. However, most books on Markov chains or decision processes are often either highly theoretical, with few examples, or highly prescriptive, with little justification for the steps of the algorithms u

Author : Gunter Bolch
Publisher : John Wiley & Sons
ISBN 13 : 0471565253
Total Pages : 901 pages
Book Rating : 4.53/5 ( download)

DOWNLOAD NOW!

Download or read book Queueing Networks and Markov Chains written by Gunter Bolch and published by John Wiley & Sons. This book was released on 2006-04-14 with total page 901 pages. Available in PDF, EPUB and Kindle. Book excerpt: Critically acclaimed text for computer performance analysis--now in its second edition The Second Edition of this now-classic text provides a current and thorough treatment of queueing systems, queueing networks, continuous and discrete-time Markov chains, and simulation. Thoroughly updated with new content, as well as new problems and worked examples, the text offers readers both the theory and practical guidance needed to conduct performance and reliability evaluations of computer, communication, and manufacturing systems. Starting with basic probability theory, the text sets the foundation for the more complicated topics of queueing networks and Markov chains, using applications and examples to illustrate key points. Designed to engage the reader and build practical performance analysis skills, the text features a wealth of problems that mirror actual industry challenges. New features of the Second Edition include: * Chapter examining simulation methods and applications * Performance analysis applications for wireless, Internet, J2EE, and Kanban systems * Latest material on non-Markovian and fluid stochastic Petri nets, as well as solution techniques for Markov regenerative processes * Updated discussions of new and popular performance analysis tools, including ns-2 and OPNET * New and current real-world examples, including DiffServ routers in the Internet and cellular mobile networks With the rapidly growing complexity of computer and communication systems, the need for this text, which expertly mixes theory and practice, is tremendous. Graduate and advanced undergraduate students in computer science will find the extensive use of examples and problems to be vital in mastering both the basics and the fine points of the field, while industry professionals will find the text essential for developing systems that comply with industry standards and regulations.

Author : Steven Taylor
Publisher : Steven Taylor
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4./5 ( download)

DOWNLOAD NOW!

Download or read book Markov Models written by Steven Taylor and published by Steven Taylor. This book was released on 2020-07-14 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Models This book will offer you an insight into the Hidden Markov Models as well as the Bayesian Networks. Additionally, by reading this book, you will also learn algorithms such as Markov Chain Sampling. Furthermore, this book will also teach you how Markov Models are very relevant when a decision problem is associated with a risk that continues over time, when the timing of occurrences is vital as well as when events occur more than once. This book highlights several applications of Markov Models. Lastly, after purchasing this book, you will need to put in a lot of effort and time for you to reap the maximum benefits. By Downloading This Book Now You Will Discover: Hidden Markov Models Dynamic Bayesian Networks Stepwise Mutations using the Wright Fisher Model Using Normalized Algorithms to Update the Formulas Types of Markov Processes Important Tools used with HMM Machine Learning And much much more! Download this book now and learn more about Markov Models!

Author : W.R. Gilks
Publisher : CRC Press
ISBN 13 : 1482214970
Total Pages : 505 pages
Book Rating : 4.70/5 ( download)

DOWNLOAD NOW!

Download or read book Markov Chain Monte Carlo in Practice written by W.R. Gilks and published by CRC Press. This book was released on 1995-12-01 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in Austria place a Bronze Age site in its true temporal location on the calendar scale. And in France,