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Modeling and Analysis of Stochastic Systems

Vidyadhar G. Kulkarni
€173.60
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advanced stochastic systems modeling
Author_Vidyadhar G. Kulkarni
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Computational Exercise
Continuous Time Stochastic Process
continuous-time Markov chains
Countable State Space
difference equations
differential equations
diffusion processes
discrete-time Markov chains
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
first passage times
IBM Stock
Iid Exp
Iid Random Variables
Inter-event Times
Inter-renewal Time
Irreducible CTMC
Ito Integral
Jackson Network
limiting behavior
markov chains
Markov decision processes
Markov models
Markov regenerative processes
Phase Type Random Variables
phase-type distributions
Poisson processes
Positive Recurrent
probability theory
queueing models
Queueing Network
Queueing System
queuing analysis
queuing models
regenerative processes
Renewal Function
renewal processes
Renewal Reward Process
Renewal Type Equation
Retrial Queue
Sample Paths
semi-Markov processes
Simple Random Walk
Single Server Queue
statistical process applications
stochastic modeling
stochastic models
stochastic processes
stochastic systems
transient state analysis
Transition Probability Matrix
Typical Sample Path

Product details

  • ISBN 9781498756617
  • Weight: 1540g
  • Dimensions: 156 x 234mm
  • Publication Date: 07 Oct 2016
  • Publisher: Taylor & Francis Inc
  • Publication City/Country: US
  • Product Form: Hardback
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Description

Building on the author’s more than 35 years of teaching experience, Modeling and Analysis of Stochastic Systems, Third Edition, covers the most important classes of stochastic processes used in the modeling of diverse 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.

The third edition has been updated with several new applications, including the Google search algorithm in discrete time Markov chains, several examples from health care and finance in continuous time Markov chains, and square root staffing rule in Queuing models. More than 50 new exercises have been added to enhance its use as a course text or for self-study. The sequence of chapters and exercises has been maintained between editions, to enable those now teaching from the second edition to use the third edition.

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, readers will be well-equipped to build and analyze useful stochastic models for real-life situations.
About Vidyadhar G. Kulkarni
Vidyadhar G. Kulkarni

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