Author: Publisher:
ISBN:
Category : Research
Languages : en
Pages : 1060
Book Description
Government Reports Announcements
Author: Essentials of Stochastic Processes
Author: Richard DurrettPublisher: Springer
ISBN: 3319456148
Category : Mathematics
Languages : en
Pages : 282
Book Description
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Government Reports Announcements & Index
Author: Government Reports Index
Author: Publisher:
ISBN:
Category : Government publications
Languages : en
Pages : 1074
Book Description
Annual Department of Defense Bibliography of Logistics Studies and Related Documents
Author: United States. Defense Logistics Studies Information ExchangePublisher:
ISBN:
Category : Military research
Languages : en
Pages : 404
Book Description
Comprehensive Dissertation Index, 1861-1972: Author index
Author: Xerox University MicrofilmsPublisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 1090
Book Description
Basics of Applied Stochastic Processes
Author: Richard SerfozoPublisher: Springer Science & Business Media
ISBN: 3540893326
Category : Mathematics
Languages : en
Pages : 452
Book Description
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.
An Introduction to Stochastic Modeling
Author: Howard M. TaylorPublisher: Academic Press
ISBN: 1483269272
Category : Mathematics
Languages : en
Pages : 410
Book Description
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Comprehensive Dissertation Index, 1861-1972: Engineering: civil, electrical, and industrial
Author: Xerox University MicrofilmsPublisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 874
Book Description
Stochastic Networks
Author: Frank KellyPublisher: Cambridge University Press
ISBN: 1107035775
Category : Computers
Languages : en
Pages : 233
Book Description
A compact, highly-motivated introduction to some of the stochastic models found useful in the study of communications networks.