Reversibility and stochastic networks

F.P. Kelly

This classic in stochastic network modelling broke new ground when it was published in 1979, and it remains a superb introduction to reversibility and its applications. The book concerns behaviour in equilibrium of vector stochastic processes or stochastic networks. When a stochastic network is reversible its analysis is greatly simplified, and the first chapter is devoted to a discussion of the concept of reversibility. The rest of the book focuses on the various applications of reversibility and the extent to which the assumption of reversibility can be relaxed without destroying the associated tractability. Now back in print for a new generation, this book makes enjoyable reading for anyone interested in stochastic processes thanks to the author's clear and easy-to-read style. Elementary probability is the only prerequisite and exercises are interspersed throughout.

「Nielsen BookData」より


  • 1. Markov processes and reversibility
  • 2. Migration processes
  • 3. Queueing networks
  • 4. Examples of queueing networks
  • 5. Electrical analogues
  • 6. Reversible migration processes
  • 7. Population genetics models
  • 8. Clustering processes
  • 9. Spatial processes
  • References
  • Symbol index
  • Subject index.

「Nielsen BookData」より


書名 Reversibility and stochastic networks
著作者等 Kelly, F. P.
Kelly Frank
シリーズ名 Cambridge mathematical library
出版元 Cambridge University Press
刊行年月 2011
ページ数 viii, 230 p.
大きさ 23 cm
ISBN 9781107401150
NCID BB07587554
※クリックでCiNii Booksを表示
言語 英語
出版国 イギリス