Reversibility and Stochastic Networks (Paperback) (ISBN-13: 9781107401150)

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.

Author: F. P. Kelly
ISBN-10: 1107401151
ISBN-13: 9781107401150
Publisher: Cambridge University Press
Language: English
Published: 06/30/2011
Pages: 238
Format: Paperback
Weight: 0.75lbs
Size: 8.80h x 5.90w x 0.50d