Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queues (Texts in Applied Mathematics, 31) 2nd ed. 2020 版本(Hardcover )
暫譯: 馬可夫鏈:吉布斯場、蒙地卡羅模擬與排隊(應用數學系列,31)第二版 2020 版本(精裝本)

Brémaud, Pierre

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商品描述

This book discusses both the theory and applications of Markov chains. The author studies both discrete-time and continuous-time chains and connected topics such as finite Gibbs fields, non-homogeneous Markov chains, discrete time regenerative processes, Monte Carlo simulation, simulated annealing, and queueing networks are also developed in this accessible and self-contained text. The text is firstly an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level. Its primary objective is to initiate the student to the art of stochastic modelling. The treatment is mathematical, with definitions, theorems, proofs and a number of classroom examples which help the student to fully grasp the content of the main results. Problems of varying difficulty are proposed at the close of each chapter. The text is motivated by significant applications and progressively brings the student to the borders of contemporary research. Students and researchers in operations research and electrical engineering as well as in physics, biology and the social sciences will find this book of interest.

商品描述(中文翻譯)

本書討論了馬可夫鏈的理論與應用。作者研究了離散時間和連續時間的鏈,並探討了相關主題,如有限吉布斯場、非齊次馬可夫鏈、離散時間再生過程、蒙地卡羅模擬、模擬退火以及排隊網路等,這些內容在這本易於理解且自成體系的文本中都有所發展。該文本首先是針對本科生或初級研究生的隨機過程理論入門。其主要目標是引導學生進入隨機建模的藝術。內容以數學為基礎,包含定義、定理、證明以及多個課堂範例,幫助學生充分理解主要結果的內容。每章結尾提出了不同難度的問題。該文本受到重要應用的啟發,逐步引導學生接觸當代研究的前沿。運籌學和電機工程領域的學生及研究人員,以及物理學、生物學和社會科學的研究者,將會對本書感興趣。

作者簡介

Pierre Brémaud graduated from the École Polytechnique and obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science at the University of California, Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference books and textbooks.

作者簡介(中文翻譯)

皮埃爾·布雷莫(Pierre Brémaud)畢業於法國高等工藝學院(École Polytechnique),並在巴黎第六大學(University of Paris VI)獲得數學博士學位,隨後在加州大學伯克利分校(University of California, Berkeley)的電機工程與計算機科學系獲得博士學位。他是隨機過程理論及其應用的重要貢獻者,並著有或合著多本參考書籍和教科書。