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Discrete-Time Markov Chains

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Applied Discrete-Time Queues

Abstract

Markov processes are a special class of stochastic processes. In order to fully understand Markov processes we first need to introduce stochastic processes. However, to help us understand stochastic process we need to remember the basic probability theory associated with it, which was briefly reviewed in the last chapter.

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References

  • Alfa AS, Margolius BH (2008) Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case. Annals of Oper Res 160:121–137

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  • Markov AA (1907) Extension of limit theorems of probability theory to sum of variables connected in a chain. The Notes of the Imperial Academy of Sciences of St Petersburg VIII Series, Physio-Mathematical College XXII(9)

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  • Neuts MF (1973) Probability. Allyn and Bacon, Boston

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Alfa, A.S. (2016). Discrete-Time Markov Chains. In: Applied Discrete-Time Queues. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-3420-1_3

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  • DOI: https://doi.org/10.1007/978-1-4939-3420-1_3

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  • Print ISBN: 978-1-4939-3418-8

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