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

Technometrics;  August 1, 2003 ;     700+ 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 ;     700+ 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...

Queueing Networks and Markov Chains, 2nd Edition.

IIE Transactions;  May 1, 2008 ;     700+ words ...Queueing Networks and Markov Chains, 2nd Edition Gunter Bolch, Stefan...Of particular interest are Markov chains, queueing theory, and their applications...stochastic modeling concepts such as Markov chains and stochastic Petri nets, basic...

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

Journal of the American Statistical Association;  September 1, 2003 ;     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...

(book reviews)

Journal of the American Statistical Association;  December 1, 1998 ;     454 words ......nonstationary continuous-time Markov chains and showcases recent research...nonstationary continuous-time Markov chain is created by taking...According to the authors, such asymptotic analyses can often simplify...analysis of rapidly fluctuating Markov chains and also more complex ...

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 ;     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 ;     700+ 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...

Conditional log-linear models for analyzing categorical panel data.

Journal of the American Statistical Association;  June 1, 1994 ;     700+ 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 ;     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...

Markov Processes and Applications: Algorithms, Networks, Genome and...

M2 Presswire;  November 28, 2008 ;     439 words ......the Monte Carlo method, discrete time Markov chains with values in a countable state space...Simulations and the Monte Carlo method. -2. Markov chains. -3. Stochastic algorithms. -4. Markov chains and the genome. -5. Control and filtering...

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

Journal of the American Statistical Association;  September 1, 2005 ;     700+ 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 ;     700+ 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 ;     700+ 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 ;     700+ 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...