Bruno Sericola's Books

Markov Chains and Dependability Theory

By: Gerardo Rubino,Bruno Sericola

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Markov Chains and Dependability Theory

By: Gerardo Rubino,Bruno Sericola

Covers fundamental and applied results of Markov chain analysis for the evaluation of dependability metrics, for graduate students and researchers.

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Page Count

287

Publisher

Cambridge University Press

Published Date

ISBN 10

1107007577

ISBN 13

9781107007574

Markov Chains

Theory and Applications

By: Bruno Sericola

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Markov Chains

Theory and Applications

By: Bruno Sericola

Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest. The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the Kolmogorov equations, the convergence to equilibrium and the passage time distributions to a state and to a subset of states. These results are applied to birth-and-death processes. He then proposes a detailed study of the uniformization technique by means of Banach algebra. This technique is used for the transient analysis of several queuing systems. Contents 1. Discrete-Time Markov Chains 2. Continuous-Time Markov Chains 3. Birth-and-Death Processes 4. Uniformization 5. Queues About the Authors Bruno Sericola is a Senior Research Scientist at Inria Rennes – Bretagne Atlantique in France. His main research activity is in performance evaluation of computer and communication systems, dependability analysis of fault-tolerant systems and stochastic models.

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Page Count

306

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118731530

ISBN 13

9781118731536

Chaînes de Markov : Théorie, algorithmes et applications

By: SERICOLA Bruno

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Chaînes de Markov : Théorie, algorithmes et applications

By: SERICOLA Bruno

Les chaînes de Markov sont des modèles probabilistes utilisés dans des domaines variés comme la logistique, l'informatique, la fiabilité, les télécommunications, ou encore la biologie et la physique-chimie. On les retrouve également dans la finance, l’économie et les sciences sociales. Cet ouvrage présente une étude approfondie des chaînes de Markov à temps discret et à temps continu avec des applications détaillées aux processus de naissance et mort et aux files d'attente. Ces applications sont illustrées par des algorithmes généraux de calcul de probabilités d'état et de distribution de temps de passage. Le développement de ces algorithmes repose sur l'utilisation de la technique d'uniformisation des chaînes de Markov qui est présentée de manière théorique et intuitive. Ce livre s'adresse aux ingénieurs et chercheurs ayant besoin de modèles probabilistes pour évaluer et prédire le comportement des systèmes qu'ils étudient ou qu'ils développent. Il est aussi très bien adapté pour un cours de master.

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Page Count

391

Publisher

Lavoisier

Published Date

ISBN 10

2746289164

ISBN 13

9782746289161

Markov Chains and Dependability Theory

By: Gerardo Rubino,Bruno Sericola

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Markov Chains and Dependability Theory

By: Gerardo Rubino,Bruno Sericola

Covers fundamental and applied results of Markov chain analysis for the evaluation of dependability metrics, for graduate students and researchers.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

287

Publisher

Cambridge University Press

Published Date

ISBN 10

1107007577

ISBN 13

9781107007574

Book's by Bruno Sericola

Markov Chains and Dependability Theory

Markov Chains and Dependability Theory

Markov Chains

Markov Chains

Chaînes de Markov : Théorie, algorithmes et applications

Chaînes de Markov : Théorie, algorithmes et applications

Markov Chains and Dependability Theory

Markov Chains and Dependability Theory

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