Basics Of Applied Stochastic Processes (Probability And Its Applications)

0.00 New Out of stock Publisher: Springer
SKU: SONG3540893318
ISBN : 9783540893318
Availability: Only 5 Left In-stock.

Price:
$87.41

Domestic Shipping:$3.99
Condition :

Shipping will be calculated at Checkout.

Qty:
   - OR -   

Basics of Applied Stochastic Processes (Probability and Its Applications)

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.

Specification of Basics of Applied Stochastic Processes (Probability and Its Applications)

GENERAL
AuthorRichard Serfozo
BindingHardcover
LanguageEnglish
Edition1st ed. 2009, Corr. 3rd printing 2012
ISBN-103540893318
ISBN-139783540893318
PublisherSpringer
Publication Year2012
DIMENSIONS
Height6.14 inch.
Length1 inch.
Width9.21 inch.
Weight1.76 pounds.

Write a review


Your Name:


Your Email:


Your Review:

Note: HTML is not translated!

Rating: Bad           Good

Enter the code in the box below: