An Introduction to Stochastic Modeling

✍ Scribed by Howard M. Taylor and Samuel Karlin (Auth.)

• Publisher: Elsevier Inc, Academic Press
• Year: 1994
• Tongue: English
• Leaves: 567
• Edition: Rev Sub
• Category: Library

✦ Synopsis

This textbook is intended for one-semester courses in stochastic processes for students familiar with elementaiy probability theory and calculus. The objectives of the book are to introduce students to the standard conr,epts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. This revised edition includes twice the number of exercises as the f irst edition, many of which are applications problems, and several sections have been rewritten for clarity

✦ Table of Contents

Content:
Front Matter, Page iii
Copyright, Page iv
Preface, Page ix
To the Instructor, Page x
Revised Edition, Page x
Acknowledgments, Page xi
Chapter 1 - Introduction, Pages 1-58
Chapter 2 - Conditional Probability and Conditional Expectation, Pages 59-88
Chapter 3 - Markov Chains: Introduction, Pages 89-165
Chapter 4 - The Long Run Behavior of Markov Chains, Pages 167-240
Chapter 5 - Poisson Processes, Pages 241-300
Chapter 6 - Continuous Time Markov Chains, Pages 301-387
Chapter 7 - Renewal Phenomena, Pages 389-435
Chapter 8 - Branching Processes and Population Growth, Pages 437-483
Chapter 9 - Queueing Systems, Pages 485-541
Further Readings, Pages 543-544
Solutions to Selected Exercises, Pages 545-562
Index, Pages 563-566