Department of Mathematics
University of Pisa

Numerical Analysis and Computational Mathematics

Metodi numerici per catene di Markov
Docente: Beatrice Meini

Testi consigliati:

C.M. Grinstead, J.L. Snell, Introduction to probability , Chapter 11
A. Berman, R.J., Plemmons, Nonnegative matrices in the mathematical sciences. Revised reprint of the 1979 original. SIAM, Philadelphia, PA, 1994
D.A. Bini, G. Latouche, B. Meini, Numerical Methods for Structured Markov Chains, Oxford University Press 2005
L. Hogben, Handbook of linear algebra, CRC press 2007
G. Latouche, V. Ramaswami, Introduction to Matrix Analytic Methods in Stochastic Modeling, SIAM 1999
W.J. Stewart, Introduction to the Numerical Solution of Markov Chains. Princeton University Press, 1994
R.S. Varga, Matrix iterative analysis. Springer-Verlag, Berlin, 2000