Non Negative Matrices And Markov Chains

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Since its inception by Perron and Frobenius, the theory of non-negative matrices has developed enormously and is now being used and extended in applied fields of study as diverse as probability theory, numerical analysis, demography, mathematical economics, and dynamic programming, while its development is still proceeding rapidly as a branch of pure mathematics in its own right. While there are books which cover this or that aspect of the theory, it is nevertheless not uncommon for workers in one or another branch of its development to be unaware of what is known in other branches, even though there is often formal overlap. One of the purposes of this book is to relate several aspects of the theory, insofar as this is possible. The author hopes that the book will be useful to mathematicians; but in particular to the workers in applied fields, so the mathematics has been kept as simple as could be managed. The mathematical requisites for reading it are: some knowledge of real-variable theory, and matrix theory; and a little knowledge of complex-variable; the emphasis is on real-variable methods. (There is only one part of the book, the second part of 55.5, which is of rather specialist interest, and requires deeper knowledge.) Appendices provide brief expositions of those areas of mathematics needed which may be less g- erally known to the average reader.

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Genre : Mathematics
Author : E. Seneta
Publisher : Springer Science & Business Media
Release : 2006-07-02
File : 295 Pages
ISBN-13 : 9780387327921


Nonnegative Matrices And Applicable Topics In Linear Algebra

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Concise treatment covers graph theory, unitary and Hermitian matrices, and positive definite matrices as well as stochastic, genetic, and economic models. Problems, with solutions, enhance the text. 1987 edition.

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Genre : Mathematics
Author : Alexander Graham
Publisher : Courier Dover Publications
Release : 2019-11-13
File : 275 Pages
ISBN-13 : 9780486844930


Nonnegative Matrices In The Mathematical Sciences

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Nonnegative Matrices in the Mathematical Sciences provides information pertinent to the fundamental aspects of the theory of nonnegative matrices. This book describes selected applications of the theory to numerical analysis, probability, economics, and operations research. Organized into 10 chapters, this book begins with an overview of the properties of nonnegative matrices. This text then examines the inverse-positive matrices. Other chapters consider the basic approaches to the study of nonnegative matrices, namely, geometrical and combinatorial. This book discusses as well some useful ideas from the algebraic theory of semigroups and considers a canonical form for nonnegative idempotent matrices and special types of idempotent matrices. The final chapter deals with the linear complementary problem (LCP). This book is a valuable resource for mathematical economists, mathematical programmers, statisticians, mathematicians, and computer scientists.

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Genre : Mathematics
Author : Abraham Berman
Publisher : Academic Press
Release : 2014-05-10
File : 337 Pages
ISBN-13 : 9781483260860


Nonnegative Matrices And Applications

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This book provides an integrated treatment of the theory of nonnegative matrices (matrices with only positive numbers or zero as entries) and some related classes of positive matrices, concentrating on connections with game theory, combinatorics, inequalities, optimisation and mathematical economics. The wide variety of applications, which include price fixing, scheduling and the fair division problem, have been carefully chosen both for their elegant mathematical content and for their accessibility to students with minimal preparation. Many results in matrix theory are also presented. The treatment is rigorous and almost all results are proved completely. These results and applications will be of great interest to researchers in linear programming, statistics and operations research. The minimal prerequisites also make the book accessible to first-year graduate students.

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Genre : Mathematics
Author : R. B. Bapat
Publisher : Cambridge University Press
Release : 1997-03-28
File : 351 Pages
ISBN-13 : 9780521571678


Nonnegative Matrices Positive Operators And Applications

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Nonnegative matrices and positive operators are widely applied in science, engineering, and technology. This book provides the basic theory and several typical modern science and engineering applications of nonnegative matrices and positive operators, including the fundamental theory, methods, numerical analysis, and applications in the Google search engine, computational molecular dynamics, and wireless communications.Unique features of this book include the combination of the theories of nonnegative matrices and positive operators as well as the emphasis on applications of nonnegative matrices in the numerical analysis of positive operators, such as Markov operators and Frobenius-Perron operators both of which play key roles in the statistical and stochastic studies of dynamical systems.It can be used as a textbook for an upper level undergraduate or beginning graduate course in advanced matrix theory and/or positive operators as well as for an advanced topics course in operator theory or ergodic theory. In addition, it serves as a good reference for researchers in mathematical sciences, physical sciences, and engineering.

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Genre : Mathematics
Author : Aihui Zhou
Publisher : World Scientific Publishing Company
Release : 2009-08-24
File : 362 Pages
ISBN-13 : 9789813107434


General Irreducible Markov Chains And Non Negative Operators

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Presents the theory of general irreducible Markov chains and its connection to the Perron-Frobenius theory of nonnegative operators.

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Genre : Mathematics
Author : Esa Nummelin
Publisher : Cambridge University Press
Release : 2004-06-03
File : 176 Pages
ISBN-13 : 052160494X


Encyclopaedia Of Mathematics

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This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fme subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.

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Genre : Mathematics
Author : Michiel Hazewinkel
Publisher : Springer Science & Business Media
Release : 2012-12-06
File : 543 Pages
ISBN-13 : 9789401512336


Markov Chains

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Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.

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Genre : Mathematics
Author : Pierre Bremaud
Publisher : Springer Science & Business Media
Release : 2001-01-18
File : 470 Pages
ISBN-13 : 0387985093


Numerical Methods For Structured Markov Chains

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Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queuing theory and stochastic modeling and include M/G/1 and GI/M/1-type Markov chain, quasi-birth-death processes, non-skip free queues and tree-like stochastic processes. Written for applied probabilists and numerical analysts, but accessible to engineers and scientists working on telecommunications and evaluation of computer systems performances, it provides a systematic treatment of the theory and algorithms for important families of structured Markov chains and a thorough overview of the current literature. The book, consisting of nine Chapters, is presented in three parts. Part 1 covers a basic description of the fundamental concepts related to Markov chains, a systematic treatment of the structure matrix tools, including finite Toeplitz matrices, displacement operators, FFT, and the infinite block Toeplitz matrices, their relationship with matrix power series and the fundamental problems of solving matrix equations and computing canonical factorizations. Part 2 deals with the description and analysis of structure Markov chains and includes M/G/1, quasi-birth-death processes, non-skip-free queues and tree-like processes. Part 3 covers solution algorithms where new convergence and applicability results are proved. Each chapter ends with bibliographic notes for further reading, and the book ends with an appendix collecting the main general concepts and results used in the book, a list of the main annotations and algorithms used in the book, and an extensive index.

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Genre : Mathematics
Author : Dario A. Bini
Publisher : OUP Oxford
Release : 2005-02-03
File : 340 Pages
ISBN-13 : 9780191523649


Symbolic Dynamics And Its Applications

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This volume contains the proceedings of the conference, Symbolic Dynamics and its Applications, held at Yale University in the summer of 1991 in honour of Roy L. Adler on his sixtieth birthday. The conference focused on symbolic dynamics and its applications to other fields, including: ergodic theory, smooth dynamical systems, information theory, automata theory, and statistical mechanics. Featuring a range of contributions from some of the leaders in the field, this volume presents an excellent overview of the subject.

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Genre : Mathematics
Author : Peter Walters
Publisher : American Mathematical Soc.
Release : 1992
File : 472 Pages
ISBN-13 : 9780821851463