Purchase textbook

Markov Processes for Stochastic Modeling,

Edition 1

Editors: By Oliver Ibe

Publication Date: 02 Sep 2008

Educator ancillaries

0 Reviews

Ways Of Reading

This e-publication is accessible to the full extent that the file format and types of content allow, on a specific reading device, by default, without necessarily including any additions such as textual descriptions of images or enhanced navigation.

Navigation

The contents of the PDF have been tagged to permit access by assistive technologies as per PDF-UA-1 standard.
Page breaks included from the original print source

Additional Accessibility Information

All (or substantially all) textual matter is arranged in a single logical reading order (including text that is visually presented as separate from the main text flow, e.g., in boxouts, captions, tables, footnotes, endnotes, citations, etc.). Non-textual content is also linked from within this logical reading order. (Purely decorative non-text content can be ignored).
The language of the text has been specified (e.g., via the HTML or XML lang attribute) to optimise text-to-speech (and other alternative renderings), both at the whole document level and, where appropriate, for individual words, phrases or passages in a different language.

Conformance

The publication was certified on 20250625
Accessibility addendum
For detailed accessibility information, see Elsevier’s website at https://www.elsevier.com/about/accessibility
For queries regarding accessibility information, contact [email protected]

Note

This product relies on 3rd party tooling which may impact the accessibility features visible in inspection copies. All accessibility features mentioned would be present in the purchased version of the title.

Markov processes are used to model systems with limited memory. They are used in many areas 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. This book, which is written for upper level undergraduate and graduate students, and researchers, presents a unified presentation of Markov processes. In addition to traditional topics such as Markovian queueing system, the book discusses such topics as continuous-time random walk,correlated random walk, Brownian motion, diffusion processes, hidden Markov models, Markov random fields, Markov point processes and Markov chain Monte Carlo. Continuous-time random walk is currently used in econophysics to model the financial market, which has traditionally been modelled as a Brownian motion. Correlated random walk is popularly used in ecological studies to model animal and insect movement. Hidden Markov models are used in speech analysis and DNA sequence analysis while Markov random fields and Markov point processes are used in image analysis. Thus, the book is designed to have a very broad appeal.

Key Features

- Provides the practical, current applications of Markov processes- Coverage of HMM, Point processes, and Monte Carlo- Includes enough theory to help students gain throrough understanding of the subject- Principles can be immediately applied in many specific research projects, saving researchers time- End of chapter exercises provide reinforcement, practice and increased understanding to the student

About the author

By Oliver Ibe, University of Massachusetts, Lowell, USA

PrefaceAcknowledgments1. Basic Concepts 2. Introduction to Markov Processes 3. Discrete-Time Markov Chains 4. Continuous-Time Markov Chains 5. Markovian Queueing Systems 6. Markov Renewal Processes7. Markovian Arrival Processes 8. Random Walk9. Brownian Motion and Diffusion Processes 10. Controlled Markov Processes11. Hidden Markov Models 12. Markov Random Fields 13. Markov Point Processes 14. Markov Chain Monte Carlo ReferencesIndex

ISBN: 9780123744517

Page Count: 512

Retail Price (USD) :

Ross: Introduction to Probability Models, 9e (Nov 2006, ISBN-10/13: 0-12-598062-0/ 978-0-12-598062-3)Roussas: Introduction to Probability (Sep 2006, ISBN-10/13: 0-12-088595-6/ 978-0-12-088595-4)

Access to teacher/student resources is available to registered users with approved review copies or confirmed adoptions. To review this material, please request a review copy.