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" Modeling and analysis of stochastic systems "
by Vidyadhar G. Kulkarni.
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BL
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| Record Number
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621064
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dltt
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| Main Entry
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Kulkarni, Vidyadhar G.
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| Title & Author
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Modeling and analysis of stochastic systems\ by Vidyadhar G. Kulkarni.
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| Edition Statement
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2nd ed.
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| Publication Statement
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Hoboken :: Taylor and Francis :: Chapman and Hall,, c2011.
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| Series Statement
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Chapman & Hall/CRC Texts in Statistical Science
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| Page. NO
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1 online resource (566 pages).
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| ISBN
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9781439808771
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: 1439808775
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: 9781439808757
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| Contents
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Front cover; Contents; Preface; CHAPTER 1. Introduction; CHAPTER 2. Discrete-Time Markov Chains: Transient Behavior; CHAPTER 3. Discrete-Time Markov Chains: First Passage Times; CHAPTER 4. DIscrete-Time Markov Chains: Limiting Behavior; CHAPTER 5. Poisson Processes; CHAPTER 6. Continuous-Time Markov Chains; CHAPTER 7. Queueing Models; CHAPTER 8. Renewal Processes; CHAPTER 9. Markov Regenerative Processes; CHAPTER 10. Diffusion Processes; APPENDIX A: Probability of Events; APPENDIX B. Univariate Random Variables; APPENDIX C: Multivariate Random Variables; APPENDIX D: Generating Functions.
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APPENDIX E: Laplace-Stieltjes TransformsAPPENDIX F: Laplace Transforms; APPENDIX G: Modes of Convergence; APPENDIX H: Results from Analysis; APPENDIX I: Difference and Differential Equations; References; Index; Back cover.
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| Abstract
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Based on the author's more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological 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. Along with reorganizing the material, this edition revises and adds new exercises and examples. New to the second edi.
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| Subject
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Stochastic processes.
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SCIENCE / System Theory
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TECHNOLOGY ENGINEERING / Operations Research
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| Subject
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Stochastic processes.
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