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Markov Set-Chains

  • Authors
  • Darald¬†J.¬†Hartfiel

Part of the Lecture Notes in Mathematics book series (LNM, volume 1695)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. Darald J. Hartfiel
    Pages 1-2
  3. Darald J. Hartfiel
    Pages 3-25
  4. Darald J. Hartfiel
    Pages 27-57
  5. Darald J. Hartfiel
    Pages 59-89
  6. Darald J. Hartfiel
    Pages 91-113
  7. Back Matter
    Pages 115-132

About this book

Introduction

In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.

Keywords

Markov chain Markov chains Probability theory algebra ergodic theory fluctuating data linear algebra non-homogeneous Markov chains

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0094586
  • Copyright Information Springer-Verlag Berlin Heidelberg 1998
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-64775-1
  • Online ISBN 978-3-540-68711-5
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site