A First Course in Stochastic Models

Henk C. Tijms (Autor)

Buch | Softcover

448 Seiten

2003 | 2nd Revised edition
John Wiley & Sons Ltd (Verlag)
978-0-471-49881-0 (ISBN)

Titel ist leider vergriffen;
keine Neuauflage

Artikel merken

An integrated presentation of theory, applications and algorithms that demonstrates how useful simple stochastic models can be for gaining insight into the behaviour of complex stochastic systems.

This is an integrated presentation of theory, applications and algorithms that demonstrates how useful simple stochastic models can be for gaining insight into the behaviour of complex stochastic systems. The methods described can be used to obtain solutions to problems in statistics, operations research, finance, economics and engineering.

Poission process and related processes; renewal-reward processes; discrete-time Markov chains; continuous-time Markov chains; Markov chains and queues; discrete-time Markov decision processes; semi-Markov decision processes; advanced renewal theory; algorithms analysis of queuing models; useful tools in applied probability; useful probability distributions; generating functions; the discrete fast Fourier transform; Laplace transformtheory; numerical Laplace inversion; the root-finding problem.

Erscheint lt. Verlag	14.3.2003
Zusatzinfo	index
Verlagsort	Chichester
Sprache	englisch
Maße	180 x 227 mm
Gewicht	686 g
Einbandart	Paperback
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-471-49881-5 / 0471498815
ISBN-13	978-0-471-49881-0 / 9780471498810
Zustand	Neuware