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Introduction to Probability Models - Sheldon M. Ross

Introduction to Probability Models

(Autor)

Buch | Hardcover
800 Seiten
2006 | 9th edition
Academic Press Inc (Verlag)
978-0-12-598062-3 (ISBN)
CHF 99,95 inkl. MwSt
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Provides an introduction to elementary probability theory and stochastic processes, and shows how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, and others. This work includes several sections relating to actuaries, on Compound Random Variables, and on Hidden Markov Chains.
Introduction to Probability Models, Ninth Edition, is the primary text for a first undergraduate course in applied probability. This updated edition of Ross's classic bestseller provides an introduction to elementary probability theory and stochastic processes, and shows how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. With the addition of several new sections relating to actuaries, this text is highly recommended by the Society of Actuaries.

This book now contains a new section on compound random variables that can be used to establish a recursive formula for computing probability mass functions for a variety of common compounding distributions; a new section on hiddden Markov chains, including the forward and backward approaches for computing the joint probability mass function of the signals, as well as the Viterbi algorithm for determining the most likely sequence of states; and a simplified approach for analyzing nonhomogeneous Poisson processes. There are also additional results on queues relating to the conditional distribution of the number found by an M/M/1 arrival who spends a time t in the system; inspection paradox for M/M/1 queues; and M/G/1 queue with server breakdown. Furthermore, the book includes new examples and exercises, along with compulsory material for new Exam 3 of the Society of Actuaries.

This book is essential reading for professionals and students in actuarial science, engineering, operations research, and other fields in applied probability.

Dr. Sheldon M. Ross is a professor in the Department of Industrial and Systems Engineering at the University of Southern California. He received his PhD in statistics at Stanford University in 1968. He has published many technical articles and textbooks in the areas of statistics and applied probability. Among his texts are A First Course in Probability, Introduction to Probability Models, Stochastic Processes, and Introductory Statistics. Professor Ross is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences. He is a Fellow of the Institute of Mathematical Statistics, a Fellow of INFORMS, and a recipient of the Humboldt US Senior Scientist Award.

Preface1. Introduction to Probability Theory;2. Random Variables3. Conditional Probability and Conditional Expectation4. Markov Chains5. The Exponential Distribution and the Poisson Process6. Continuous-Time Markov Chains7. Renewal Theory and Its Applications8. Queueing Theory9. Reliability Theory10. Brownian Motion and Stationary Processes11. SimulationAppendix: Solutions to Starred ExercisesIndex

Erscheint lt. Verlag 11.12.2006
Verlagsort San Diego
Sprache englisch
Maße 152 x 229 mm
Gewicht 1160 g
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
ISBN-10 0-12-598062-0 / 0125980620
ISBN-13 978-0-12-598062-3 / 9780125980623
Zustand Neuware
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