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Texts in Applied Mathematics
31
Editors
J.E. Marsden
L.
Sirovich
M. Golubitsky
W. Jager
Advisors
G. Iooss
P. Holmes
D. Barkley
M.
Dellnitz
P. Newton
Springer
New York
Berlin
Heidelberg
Hong Kong
London
Milan
Paris
Tokyo
Texts in Applied Mathematics
1.
Sirovich.
Introduction to Applied Mathematics.
2. Wiggins:
Introduction to Applied Nonlinear Dynamical Systems and Chaos, 2nd ed.
3.
Hale/Koçak:
Dynamics and Bifurcations.
4.
Chorin/Marsden:
A Mathematical Introduction to Fluid Mechanics, 3rd ed.
5.
Hubbard/West:
Differential Equations: A Dynamical Systems Approach: Ordinary
Differential Equations.
6.
Sontag:
Mathematical Control Theory: Deterministic Finite Dimensional Systems,
2nd ed.
7
Perko:
Differential Equations and Dynamical Systems, 3rd cd.
8.
Seaborn:
Hypergeometric Functions and Their Applications.
9.
Pipkin:
A Course on Integral Equations.
10.
Hoppensteadt/Peskin.
Modeling and Simulation in Medicine and the Life Sciences,
2nd ed.
I
Braun:
Differential Equations and Their Applications, 4th ed.
12.
Stoer/Bulirsch•
Introduction to Numerical Analysis, 3rd ed.
13.
Renardy/Rogers:
An Introduction to Partial Differential Equations.
14.
Banks:
Growth and Diffusion Phenomena: Mathematical Frameworks and
Applications.
15.
Brenner/Scott:
The Mathematical Theory of Finite Element Methods, 2nd ed.
16. Van de Velde: Concurrent Scientific Computing.
17.
Marsden/Ratiu:
Introduction to Mechanics and Symmetry, 2nd cd.
18.
Hubbard/West:
Differential Equations: A Dynamical Systems Approach: Higher-
Dimensional Systems.
19.
Kaplan/Glass.
Understanding Nonlinear Dynamics.
20.
Holmes:
introduction to Perturbation Methods.
21.
Curtain/Zwart:
An Introduction to Infinite-Dimensional Linear Systems Theory.
22.
Thomas:
Numerical Partial Differential Equations: Finite Difference Methods.
23.
Taylor:
Pa
rt
ial Differential Equations: Basic Theory.
24.
Merkin.
Introduction to the Theory of Stability of Motion.
25.
Naber•
Topology, Geometry, and Gauge Fields: Foundations.
26.
Polderman/Willems:
Introduction to Mathematical Systems Theory: A Behavioral
Approach.
27.
Reddy:
Introductory Functional Analysis with Applications to Boundary-Value
Problems and Finite Elements.
28.
Gustafson/Wilcox:
Analytical and Computational Methods of Advanced
Engineering Mathematics.
29.
Tveito/Winther
Introduction to Partial Differential Equations: A Computational
Approach.
30.
Gasquet/Witomski:
Fourier Analysis and Applications: Filtering, Numerical
Computation, Wavelets.
(continued after index)
Pierre Brémaud
Markov Chains
Gibbs Fields, Monte Carlo Simulation,
and Queues
With 64 Illustrations
Springer
Pie
rr
e Bremaud
CNRS
-ESE
Laboratoire
des
Signaux
et
Systèmes
Plateau de Moulon
91192 Gif-sur-Yvette
France
bremaud@ .supelec.fr
Series Editor.
J.E. Marsden
Control and Dynamical Systems, 107-81
California Institute of Technology
Pasadena,
CA
91125
USA
M. Golubitsky
Department of Mathematics
University of Houston
Houston, TX 77204-3476
USA
L. Sirovich
Division of Applied Mathematics
Brown University
Providence, RI 02912
USA
W. Jager
Department of Applied Mathematics
Universit
a
t Heidelberg
Im Neuenheimer Feld 294
69120 Heidelberg
Germany
Mathematics Subject Classification (1991): 60-01, 93Exx
Library of Congress Cataloging-in-Publication Data
Britt/laud. Pierre.
Markov chains Gibbs fields, Monte Carlo simulation, and queues /
Pierre Brémaud.
p.
cm. — (Texts in applied mathematics : 31)
Includes bibliographical references (p.
) and index.
ISBN 0-387-98509-3 (acid-free paper)
I Markov processes.
I. Title,
II. Series.
QA274.8.B74
1998
519.233—dc2I
98-17539
Printed on acid-free paper.
© 1999 Springer-Verlag New York,
Inc.
All rights reserved. This work may not be translated or copied in whole or in pa
rt
without the written
permission
of the publisher (Springer-Verlag New York. Inc. 175 Fifth Avenue. New York, NY
10010, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in
connection with any form of information storage and retrieval, electronic adaptation, computer soft-
ware, or by similar or dissimilar methodology now known or hereafter developed is forbidden.
The use of general descriptive names, trade names, trademarks, etc. in this publication, even if the
former are not especially identified, is not to be taken as a sign that such names, as understood by the
Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone.
Production managed by A. Orrantia: manufacturing supervised by Nancy Wu.
Typeset by The Bartlett Press, Inc., Marietta, GA, from the author's TeX files.
Printed and bound by Hamilton Printing, Co., Rensselaer. NY
Pruned in the United States of America.
9876543
ISBN 0-387-98509-3
SPIN 10946541
Springer-Verlag New York Berlin Heidelberg
A
member of BertedsmannSprirrger Scietree+Business Media GmbH
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