(book review)

Journal of the American Statistical Association;  March 1, 2000 ;   DOWN, D.;   787 words ......example of more general Markov chain models. Much detailed...solution. With this in mind, Queueing Networks and Markov Chains offers a fairly comprehensive...transient solution of Markov chains is the topic of...Chapters 7-10 treat queueing networks, with Chapter ...

Elements of Applied Stochastic Processes.(Book Reviews)(Book Review)

Technometrics;  August 1, 2003 ;   Caby, Errol;   787 words ......is restricted to Markov processes (Markov chains and discrete-state, continuous-time...chapters, after motivating the study of Markov chains by examples from fields that include...examples. Continuing its treatment of Markov chains, the book focuses on irreducible Markov...

Markov Chains.(Review)

Journal of the American Statistical Association;  June 1, 1999 ;   Lund, Robert B.;   787 words ......521-48181-3. xvi + 237 pp. $49.95. Markov chains, or stochastic processes that satisfy...1970); also plentiful are chapters on Markov chains in general stochastic process textbooks...Karlin and Taylor 1975; Ross 1996). Markov Chains is a modern textbook written exclusively...

(book reviews)

Journal of the American Statistical Association;  June 1, 1998 ;   Lund, Robert B.;   787 words ......modern analysis of countable state-space Markov chains in discrete and continuous time. The...modeling. Chapter 2 considers denumerable Markov chains in discrete time. Here one can find...studies monotonicities in discrete-time Markov chains, is perhaps what makes the text unique...

Martingales and Markov Chains: Solved Exercises and Elements of...

Journal of the American Statistical Association;  September 1, 2003 ;   Embrechts, Paul;   661 words ......Stochastic Processes; 3, Martingales, and 4, Markov Chains. Each chapter contains a streamlined...of the chapters on martingales and Markov chains self-contained. The latter chapters...fair amount of detail. The chapter on Markov chains with countable state space follows...

Limit Theorems for Functionals of Ergodic Markov Chains With General State...

Journal of the American Statistical Association;  September 1, 2000 ;     83 words ......the important problem of limit theorems for functionals of Markov chains. Using the classical regeneration and split-chain methods...principle for real- or vector-valued functionals of ergodic Markov chains with general state space are investigated. The text is very...

Probabilistic Modelling

International Journal of Electrical Engineering Education;  January 1, 1999 ;   Bagley, Jonathan H;   403 words ......introduces both discrete and continuous time Markov chains, enabling the investigation of the...are all discussed. The application of Markov chains is continued in chapter 6, in which the use of two dimensional continuous time Markov chains allows the formulation and analysis...

Probability and Statistics With Reliability, Queuing and Computer Science...

Technometrics;  February 1, 2003 ;   McCool, John I.;   787 words ......Stochastic Processes 7. Discrete Time Markov Chains 8. Continuous Time Markov Chains 9. Networks of Queues 10. Statistical Inference...example, in Chapter 7, on discrete time Markov chains, a derivation of the Pollaczek-Khinchin...

Continuous-Time Markov Chains and Applications: A Singular Perturbation...

Technometrics;  May 1, 2001 ;   RUKHIN, Andrew L.;   436 words ...Continuous-Time Markov Chains and Applications: A Singular Perturbation...that deals with nonstationary Markov chains in continuous time. This area...optimization problems involving Markov chains. Altogether the monograph consists...

Conditional log-linear models for analyzing categorical panel data.

Journal of the American Statistical Association;  June 1, 1994 ;   Gilula, Zvi Haberman, Shelby J.;   787 words ......186-187). In the approach based on Markov chains, transition probabilities may be...variations on conventional analyses of Markov chains appear in the literature. (For applications of Markov chains in situations in which only aggregate...

Coupling, Stationarity, and Regeneration.

Journal of the American Statistical Association;  June 1, 2001 ;   BARBOUR, A. D.;   523 words ......treatment of limit theory for denumerable Markov chains is but one example. The essence of...given property. In the coupling of Markov chains, the two random sequences should almost...triumphs of coupling for random walks, Markov chains, and renewal theory. Now that the reader...

Estimation in the mixture of Markov chains moving with different speeds.

Journal of the American Statistical Association;  September 1, 2005 ;   Frydman, Halina;   787 words ...1. INTRODUCTION Markov chains in both discrete-time and continuous-ti...the mixture of time-homogeneous Markov chains that captures the population heterogeneity...state, is a mixture of homogeneous Markov chains, [X.sub.m] = {[X.sub.m](t), t...

Variable length Markov chains: methodology, computing, and software.

Journal of Computational & Graphical Statistics;  June 1, 2004 ;   Machler, Martin Buhlmann, Peter;   787 words ......computational tools for variable length Markov chains (VLMC). VLMCs are Markov chains with the additional attractive structure...computational tools for so-called variable length Markov chains (VLMC). They build a very flexible class...

Modeling, Analysis, Design, and Control of Stochastic Systems.(Review)

Technometrics;  August 1, 2001 ;   Huzurbazar, Aparna V.;   718 words ......Chapter 5 by defining discrete-time Markov chains. The introductory examples are...Chapter 6 deals with continuous-time Markov chains. The development is analogous to that of discrete-time Markov chains. Topics introduced are Poisson...

A MARKOV CHAIN ANALYSIS OF THE THREE STRIKES GAME

Mathematics and Computer Education;  April 1, 2008 ;   Stickles, Paula R;   787 words ......the two versions of the game using Markov chains. The Three Strikes game is always played...was not replaced. ASSUMPTIONS For the Markov chains, we need two key assumptions. One is...If students have not been exposed to Markov chains in their coursework, then these students...