ISBN-10:
0124077951
ISBN-13:
2900124077958
Pub. Date:
06/17/2013
Publisher:
Elsevier Science
Markov Processes for Stochastic Modeling / Edition 2

Markov Processes for Stochastic Modeling / Edition 2

by Oliver Ibe

Hardcover

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Overview

Markov Processes for Stochastic Modeling / Edition 2

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems.

Covering a wide range ofareas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory toprovide a solid groundin the subject forthe reader.




  • Presents both the theory and applications of the different aspects of Markov processes
  • Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented
  • Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.

Product Details

ISBN-13: 2900124077958
Publisher: Elsevier Science
Publication date: 06/17/2013
Edition description: NE
Pages: 514
Product dimensions: 6.50(w) x 1.50(h) x 9.50(d)

About the Author

Dr Ibe has been teaching at U Mass since 2003. He also has more than 20 years of experience in the corporate world, most recently as Chief Technology Officer at Sineria Networks and Director of Network Architecture for Spike Broadband Corp.

Table of Contents

1. Basic Concepts
2. Introduction to Markov Processes
3. Discrete-Time Markov Chains
4. Continuous-Time Markov Chains
5. Markovian Queueing Systems
6. Markov Renewal Processes
7. Markovian Arrival Processes
8. Random Walk
9. Brownian Motion and Diffusion Processes
10. Controlled Markov Processes
11. Hidden Markov Models
12. Markov Point Processes

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