| | | 馬爾科夫鏈和隨機穩定性(第2版)(英文版) | 該商品所屬分類:自然科學 -> 數學 | 【市場價】 | 864-1251元 | 【優惠價】 | 540-782元 | 【介質】 | book | 【ISBN】 | 9787519209988 | 【折扣說明】 | 一次購物滿999元台幣免運費+贈品 一次購物滿2000元台幣95折+免運費+贈品 一次購物滿3000元台幣92折+免運費+贈品 一次購物滿4000元台幣88折+免運費+贈品
| 【本期贈品】 | ①優質無紡布環保袋,做工棒!②品牌簽字筆 ③品牌手帕紙巾
| |
版本 | 正版全新電子版PDF檔 | 您已选择: | 正版全新 | 溫馨提示:如果有多種選項,請先選擇再點擊加入購物車。*. 電子圖書價格是0.69折,例如了得網價格是100元,電子書pdf的價格則是69元。 *. 購買電子書不支持貨到付款,購買時選擇atm或者超商、PayPal付款。付款後1-24小時內通過郵件傳輸給您。 *. 如果收到的電子書不滿意,可以聯絡我們退款。謝謝。 | | | | 內容介紹 | |
-
出版社:世界圖書出版公司
-
ISBN:9787519209988
-
作者:(美)梅恩//特威迪
-
頁數:594
-
出版日期:2016-05-01
-
印刷日期:2016-05-01
-
包裝:平裝
-
開本:16開
-
版次:1
-
印次:1
-
字數:749千字
-
梅恩、特威迪著的《馬爾科夫鏈和隨機穩定性( 第2版)(英文版)》全面總結了離散時間、一般狀態空 間的馬爾可夫過程理論,特別給出了通常的遍歷性和 幾何遍歷性的判別準則,以及馬爾可夫過程理論在通 訊網絡等工程技術領域中的大量應用實例。本書起點 不高,論述詳盡,條理清楚,曾獲得1994年度ORSA/ TIMS“應用概率最優秀出版物獎”。第2版保留了第 一版的內容和風格,並新增“第2版結束語”一章。 該章內容包括幾何遍歷性和譜理論,仿真和MCMC,連 續時間模型。
-
List of figures Prologue to the second edition, Peter W. Glynn Preface to the second edition, Sean Meyn Preface to the first edition I COMMUNICATION and REGENERATION 1 Heuristics 1.1 A range of Markovian environments 1.2 Basic models in practice 1.3 Stochastic stability for Markov models 1.4 Commentary 2 Markov models 2.1 Markov models in time series 2.2 Nonlinear state space models* 2.3 Models in control and systems theory 2.4 Markov models with regeneration times 2.5 Commentary* 3 Transition probabilities 3.1 Defining a Markovian process 3.2 Foundations on a countable space 3.3 Specific transition matrices 3.4 Foundations for general state space chains 3.5 Building transition kernels for specific models 3.6 Commentary 4 Irreducibility 4.1 Communication and irreducibility: Countable spaces 4.2 ψ-Irreducibility 4.3 ψ-Irreducibility for random walk models 4.4 ψ-Irreducible linear models 4.5 Commentary 5 Pseudo-atoms 5.1 Splitting ψ-irreducible chains 5.2 Small sets 5.3 Small sets for specific models 5.4 Cyclic behavior 5.5 Petite sets and sampled chains 5.6 Commentary 6 Topology and continuity 6.1 Feller properties and forms of stability 6.2 T-chains 6.3 Continuous components for specific models 6.4 e-Chains 6.5 Commentary 7 The nonlinear state space model 7.1 Forward accessibility and continuous components 7.2 Minimal sets and irreducibility 7.3 Periodicity for nonlinear state space models 7.4 Forward accessible examples 7.5 Equicontinuity and the nonlinear state space model 7.6 Commentary* II STABILITY STRUCTURES 8 Transience and recurrence 8.1 Classifying chains on countable spaces 8.2 Classifying C-irreducible chains 8.3 Recurrence and transience relationships 8.4 Classification using drift criteria 8.5 Classifying random walk on R+ 8.6 Commentary* 9 Harris and topological recurrence 9.1 Harris recurrence 9.2 Non-evanescent and recurrent chains 9.3 Topologically recurrent and transient states 9.4 Criteria for stability on a topological space 9.5 Stochastic comparison and increment analysis 9.6 Commentary 10 The existence of π 10.1 Stationarity and invariance 10.2 The existence of π: chains with atoms 10.3 Invariant measures for countable space models* 10.4 The existence of π: C-irreducible chains 10.5 Invariant measures for general models 10.6 Commentary 11 Drift and regularity 11.1 Regular chains 11.2 Drift, hitting times and deterministic models 11.3 Drift criteria for regularity 11.4 Using the regularity criteria 11.5 Evaluating non-positivity 11.6 Commentary 12 Invariance and tightness 12.1 Chains bounded in probability 12.2 Generalized sampling and invariant measures 12.3 The existence of a a-finite invariant measure 12.4 Invariant measures for e-chains 12.5 Establishing boundedness in probability 12.6 Commentary III CONVERGENCE 13 Ergodicity 13.1 Ergodic chains on countable spaces 13.2 Renewal and regeneration 13.3 Ergodicity of positive Harris chains 13.4 Sums of transition probabilities 13.5 Commentary* 14 f-Ergodicity and f-regularity 14.1 f-Properties: chains with atoms 14.2 f-Regularity and drift 14.3 f-Ergodicity for general chains 14.4 f-Ergodicity of specific models 14.5 A key renewal theorem 14.6 Commentary* 15 Geometric ergodicity 15.1 Geometric properties: chains with atoms 15.2 Kendall sets and drift criteria 15.3 f-Geometric regularity of Φ and its skeleton 15.4 f-Geometric ergodicity for general chains 15.5 Simple random walk and linear models 15.6 Commentary* 16 V-Uniform ergodicity 16.1 Operator norm convergence 16.2 Uniform ergodicity 16.3 Geometric ergodicity and increment analysis 16.4 Models from queueing theory 16.5 Autoregressive and state space models 16.6 Commentary* 17 Sample paths and limit theorems 17.1 Invariant a-fields and the LLN 17.2 Ergodic theorems for chains possessing an atom 17.3 General Harris chains 17.4 The functional CLT 17.5 Criteria for the CLT and the LIL 17.6 Applications 17.7 Commentary* 18 Positivity 18.1 Null recurrent chains 18.2 Characterizing positivity using pn 18.3 Positivity and T-chains 18.4 Positivity and e-chains 18.5 The LLN for e-chains 18.6 Commentary 19 Generalized classification criteria 19.1 State-dependent drifts 19.2 History-dependent drift criteria 19.3 Mixed drift conditions 19.4 Commentary* 20 Epilogue to the second edition 20.1 Geometric ergodicity and spectral theory 20.2 Simulation and MCMC 20.3 Continuous time models IV APPENDICES A Mud maps A.1 Recurrence versus transience A.2 Positivity versus nullity A.3 Convergence properties B Testing for stability B.1 Glossary of drift conditions B.2 The scalar SETAR model: a complete classification C Glossary of model assumptions C.1 Regenerative models C.2 State space models D Some mathematical background D.1 Some measure theory D.2 Some probability theory D.3 Some topology D.4 Some real analysis D.5 Convergence concepts for measures D.6 Some martingale theory D.7 Some results on sequences and numbers Bibliography Indexes General index Symbols
| | | | | |