ENGLISH

Continuous-Time Markov Chains: An Applications-Oriented Approach

By William J. Anderson (auth.)

Book information

Publisher
Springer-Verlag New York
Year
1991
ISBN
978-1-4612-7772-9, 978-1-4612-3038-0
DOI
10.1007/978-1-4612-3038-0
Language
english
Format
PDF
Filesize
14 MB (14405825 bytes)
Series
Springer Series in Statistics
Edition
1
Pages
355\366
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Probability Theory and Stochastic Processes

Description

Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology, and competing populations. This is the first book about those aspects of the theory of continuous time Markov chains which are useful in applications to such areas. It studies continuous time Markov chains through the transition function and corresponding q-matrix, rather than sample paths. An extensive discussion of birth and death processes, including the Stieltjes moment problem, and the Karlin-McGregor method of solution of the birth and death processes and multidimensional population processes is included, and there is an extensive bibliography. Virtually all of this material is appearing in book form for the first time.

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