๐”– Scriptorium
โœฆ   LIBER   โœฆ
๐Ÿ“

Applied Probability and Stochastic Processes

โœ Scribed by Richard M. Feldman, Ciriaco Valdez-Flores (auth.)

Publisher
Springer-Verlag Berlin Heidelberg
Year
2010
Tongue
English
Leaves
401
Edition
2
Category
Library
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โœฆ Synopsis

This book presents applied probability and stochastic processes in an elementary but mathematically precise manner, with numerous examples and exercises to illustrate the range of engineering and science applications of the concepts. The book is designed to give the reader an intuitive understanding of probabilistic reasoning, in addition to an understanding of mathematical concepts and principles. The initial chapters present a summary of probability and statistics and then Poisson processes, Markov chains, Markov processes and queuing processes are introduced. Advanced topics include simulation, inventory theory, replacement theory, Markov decision theory, and the use of matrix geometric procedures in the analysis of queues.

Included in the second edition are appendices at the end of several chapters giving suggestions for the use of Excel in solving the problems of the chapter. Also new in this edition are an introductory chapter on statistics and a chapter on Poisson processes that includes some techniques used in risk assessment. The old chapter on queues has been expanded and broken into two new chapters: one for simple queuing processes and one for queuing networks. Support is provided through the web site http://apsp.tamu.edu where students will have the answers to odd numbered problems and instructors will have access to full solutions and Excel files for homework.

โœฆ Table of Contents

Front Matter....Pages i-xii
Basic Probability Review....Pages 1-43
Basics of Monte Carlo Simulation....Pages 45-72
Basic Statistical Review....Pages 73-113
Poisson Processes....Pages 115-139
Markov Chains....Pages 141-179
Markov Processes....Pages 181-199
Queueing Processes....Pages 201-225
Queueing Networks....Pages 227-249
Event-Driven Simulation and Output Analyses....Pages 251-284
Inventory Theory....Pages 285-303
Replacement Theory....Pages 305-321
Markov Decision Processes....Pages 323-354
Advanced Queues....Pages 355-379
Back Matter....Pages 1-17

โœฆ Subjects

Engineering Economics, Organization, Logistics, Marketing;Production/Logistics;Simulation and Modeling;Statistical Physics, Dynamical Systems and Complexity

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