Modeling and analysis of stochastic systems

✍ Scribed by Kulkarni, Vidyadhar G

Publisher: Chapman and Hall, Taylor and Francis
Year: 2011
Tongue: English
Leaves: 566
Series: Chapman & Hall/CRC Texts in Statistical Science
Edition: 2nd ed
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Based on the author's more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and Read more...

Abstract: Based on the author's more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage times, and cost/reward models. Along with reorganizing the material, this edition revises and adds new exercises and examples. New to the second edi

✦ Table of Contents

Content: Front cover
Contents
Preface
CHAPTER 1. Introduction
CHAPTER 2. Discrete-Time Markov Chains: Transient Behavior
CHAPTER 3. Discrete-Time Markov Chains: First Passage Times
CHAPTER 4. DIscrete-Time Markov Chains: Limiting Behavior
CHAPTER 5. Poisson Processes
CHAPTER 6. Continuous-Time Markov Chains
CHAPTER 7. Queueing Models
CHAPTER 8. Renewal Processes
CHAPTER 9. Markov Regenerative Processes
CHAPTER 10. Diffusion Processes
APPENDIX A: Probability of Events
APPENDIX B. Univariate Random Variables
APPENDIX C: Multivariate Random Variables
APPENDIX D: Generating Functions. APPENDIX E: Laplace-Stieltjes TransformsAPPENDIX F: Laplace Transforms
APPENDIX G: Modes of Convergence
APPENDIX H: Results from Analysis
APPENDIX I: Difference and Differential Equations
References
Index
Back cover.

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