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A First Course in Stochastic Models~tqw~_darksiderg

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Name:A First Course in Stochastic Models~tqw~_darksiderg

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A First Course in Stochastic Models
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General Information
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Type.................: Ebook
Part Size............: 2,565,887 bytes

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Post Information
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Posted by............: ~tqw~

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Release Notes
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The field of applied probability has changed profoundly in the past twenty
years. The development of computational methods has greatly contributed to a
better understanding of the theory. A First Course in Stochastic Models provides
a self-contained introduction to the theory and applications of stochastic
models. Emphasis is placed on establishing the theoretical foundations of the
subject, thereby providing a framework in which the applications can be
understood. Without this solid basis in theory no applications can be solved.

* Provides an introduction to the use of stochastic models through an
integrated presentation of theory, algorithms and applications.
* Incorporates recent developments in computational probability.
* Includes a wide range of examples that illustrate the models and make the
methods of solution clear.
* Features an abundance of motivating exercises that help the student learn
how to apply the theory.
* Accessible to anyone with a basic knowledge of probability.

A First Course in Stochastic Models is suitable for senior undergraduate and
graduate students from computer science, engineering, statistics, operations
resear ch, and any other discipline where stochastic modelling takes place. It
stands out amongst other textbooks on the subject because of its integrated
presentation of theory, algorithms and applications.

Table Of Contents

Preface
1 The Poisson and Related Processes 1
2 Renewal-Reward Processes 33
3 Discrete-Time Markov Chains 81
4 Continuous-Time Markov Chains 141
5 Markov Chains and Queues 187
6 Discrete-Time Markov Decision Processes 233
7 Semi-Markov Decision Processes 279
8 Advanced Renewal Theory 307
9 Algorithmic Analysis of Queueing Models 339
App. A Useful Tools in Applied Probability 431
App. B Useful Probability Distributions 440
App. C Generating Functions 449
App. D The Discrete Fast Fourier Transform 455
App. E Laplace Transform Theory 458
App. F Numerical Laplace Inversion 462
App. G The Root-Finding Problem 470
References 474
Index 475

Product Details

* ISBN: 0471498815
* ISBN-13: 9780471498810
* Format: Textbook Paperback, 448pp
* Publisher: Wiley, John & Sons, Incorporated
* Pub. Date: May 2003
* Edition Number: 2

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