Vidyadhar G. Kulkarni

Modeling and Analysis of Stochastic Systems (eBook, PDF)

• Format: PDF

Produktbeschreibung

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.

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 606
• Erscheinungstermin: 18. November 2016
• Englisch
• ISBN-13: 9781498756624
• Artikelnr.: 47140172

Autorenporträt

Vidyadhar G. Kulkarni

Inhaltsangabe

IntroductionWhat in the World is a Stochastic Process?How to Characterize a
Stochastic ProcessWhat Do We Do with a Stochastic Process?Discrete-Time
Markov Chains: Transient BehaviourDefinition and
CharacterizationExamplesDTMCs in Other FieldsMarginal
DistributionsOccupancy TimesComputation of Matrix PowersModeling
ExercisesComputational ExercisesConceptual ExercisesDiscrete-Time Markov
Chains: First Passage TimesDefinitionsCumulative Distribution Function of
TAbsorption ProbabilitiesExpectation of TGenerating Function and Higher
Moments of TComputational ExercisesConceptual ExercisesDiscrete-Time Markox
Chains: Limiting BehaviourExploring the Limiting Behaviour by
ExamplesClassification of StatesDetermining Recurrence and Transience:
Finite DTMCsDetermining Recurrence and Transience: Infinite DTMScLimiting
Behaviour of Irreducible DTMCsExamples: Limiting Behaviour of Infinite
State-Space Irreducible DTMCsLimiting Behaviour of Reducible DTMCsDTMCs
with Costs and RewardsReversibilityComputational ExercisesConceptual
ExercisesPoisson ProcessesExponential DistributionsPoisson Process:
DefinitionsEvent Times in a Poisson ProcessSuperposition and Splitting of
Poisson ProcessesNon-Homogeneous Poisson ProcessCompound Poisson
ProcessComputational ExercisesConceptual ExercisesContinuous-Time Markov
ChainsDefinitions and Sample Path PropertiesExamplesCTMCs in Other
FieldsTransient Behaviour: Marginal DistributionTransient Behaviour:
Occupancy TimesComputation of P(t): Finite State-SpaceComputation of P(t):
Infinite State-SpaceFirst-Passage TimesExploring the Limiting Behaviour by
ExamplesClassification of StatesLimiting Behaviour of Irre