Markov Chains and Stochastic Stability

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Markov Chains and Stochastic Stability.rar (6.49 MB) 本附件包括：

• Markov Chains and Stochastic Stability.pdf

2009-7-16 01:15:59 上传

http://www.amazon.com/Stochastic-Stability-Cambridge-Mathematical-Library/dp/0521731828

Markov Chains and Stochastic Stability (Cambridge Mathematical Library)
By Sean Meyn, Richard L. Tweedie

Publisher:   Cambridge University Press
Number Of Pages:   622
Publication Date:   2009-04-27
ISBN-10 / ASIN:   0521731828
ISBN-13 / EAN:   9780521731829

Product Description:
Meyn & 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.

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关键词：Stochastic Stability Stochast Ability Chains Stability Stochastic Markov Chains

谢谢！你太可爱了！！！

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这是09年的新版吗？

正在找这本书呢,感谢楼主免费分享.