<電子ブック>
Basics of Applied Stochastic Processes / by Richard Serfozo
(Probability and Its Applications)
版 | 1st ed. 2009. |
---|---|
出版者 | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
出版年 | 2009 |
本文言語 | 英語 |
大きさ | XIV, 443 p : online resource |
著者標目 | *Serfozo, Richard author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Mathematical models FREE:Probability Theory FREE:Mathematical Modeling and Industrial Mathematics |
一般注記 | Markov Chains -- Renewal and Regenerative Processes -- Poisson Processes -- Continuous-Time Markov Chains -- Brownian Motion 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. Intended readers are researchers and graduate students in mathematics, statistics, operations research, computer science, engineering, and business HTTP:URL=https://doi.org/10.1007/978-3-540-89332-5 |
目次/あらすじ
所蔵情報を非表示
電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
電子ブック | オンライン | 電子ブック |
|
Springer eBooks | 9783540893325 |
|
電子リソース |
|
EB00230160 |
書誌詳細を非表示
データ種別 | 電子ブック |
---|---|
分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000118646 |
ISBN | 9783540893325 |
類似資料
この資料の利用統計
このページへのアクセス回数:1回
※2017年9月4日以降