Markov Processes for Stochastic Modeling

✍ Scribed by Oliver Ibe (Auth.)

Year: 2013
Tongue: English
Leaves: 492
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Content:
Front-matter, Pages i,iii
Copyright, Page iv
Acknowledgments, Page xv
Preface to the Second Edition, Pages xvii-xviii
Preface to the First Edition, Page xix
1 - Basic Concepts in Probability, Pages 1-27
2 - Basic Concepts in Stochastic Processes, Pages 29-48
3 - Introduction to Markov Processes, Pages 49-57
4 - Discrete-Time Markov Chains, Pages 59-84
5 - Continuous-Time Markov Chains, Pages 85-102
6 - Markov Renewal Processes, Pages 103-143
7 - Markovian Queueing Systems, Pages 145-203
8 - Random Walk, Pages 205-261
9 - Brownian Motion, Pages 263-293
10 - Diffusion Processes, Pages 295-327
11 - Levy Processes, Pages 329-347
12 - Markovian Arrival Processes, Pages 349-376
13 - Controlled Markov Processes, Pages 377-416
14 - Hidden Markov Models, Pages 417-451
15 - Markov Point Processes, Pages 453-480
References, Pages 481-494

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