Modeling and Analysis of Stochastic Systems - Rilegato

Kulkarni, Vidyadhar G.

Rilegato

ISBN 10: 1439808759 ISBN 13: 9781439808757

Casa editrice: Chapman and Hall/CRC, 2009

Riassunto

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 edition: a new chapter on diffusion processes that gives an accessible and non-measure-theoretic treatment with applications to finance; a more streamlined, application-oriented approach to renewal, regenerative, and Markov regenerative processes; and, two appendices that collect relevant results from analysis and differential and difference equations. Rather than offer special tricks that work in specific problems, this book provides thorough coverage of general tools that enable the solution and analysis of stochastic models. After mastering the material in the text, students will be well-equipped to build and analyze useful stochastic models for various situations. A collection of MATLAB[registered]-based programs can be downloaded from the author's website and a solutions manual is available for qualifying instructors.

Su questo libro

Informazioni sull?autore

Vidyadhar G. Kulkarni is a Norman Johnson Professor in the Department of Statistics and Operations Research at the University of North Carolina at Chapel Hill.

Dettagli dell'edizione

• Editore: Chapman and Hall/CRC
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 1439808759
• ISBN 13: 9781439808757
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 564
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile