Introduction to Stochastic Models - Brossura

Goodman, Roe

 
9780486450377: Introduction to Stochastic Models

Sinossi

Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Using both computer simulations and mathematical models of random events, it comprises numerous applications to the physical and biological sciences, engineering, and computer science.
Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, and the Poisson process. Additional topics encompass continuous-time stochastic processes, birth and death processes, steady-state probabilities, general queuing systems, and renewal processes. Each section features worked examples, and exercises appear at the end of each chapter, with numerical solutions at the back of the book. Suggestions for further reading in stochastic processes, simulation, and various applications also appear at the end.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

1. Sample Spaces 2. Probabilities 3. Distributions and Expectations of Random Variables 4. Joint Distributions of Random Variables 5. Conditional Expectations 6. Markov Chains 7. The Poisson Process 8. Continuous-Time Stochastic Process 9. Birth and Death Process 10. Steady-State Probabilities 11. General Queuing Systems 12. Renewing Processes Tables Suggestions for Further Reading Numerical Solutions to Selected Exercises

Product Description

Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, the Poisson process; continuous-time stochastic processes; much more. Features worked examples as well as exercises and solutions.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9780805360110: Introduction to Stochastic Models

Edizione in evidenza

ISBN 10:  0805360115 ISBN 13:  9780805360110
Casa editrice: Benjamin-Cummings Pub Co, 1988
Rilegato