An Introduction to Stochastic Modeling

4. Auflage 2011
ISBN: 978-0-12-381416-6
Verlag: William Andrew Publishing

Buch, Englisch, 584 Seiten, Format (B × H): 151 mm x 229 mm, Gewicht: 900 g

Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.

New to this edition:

- Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications

- Plentiful, completely updated problems

- Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers

- New chapters of stochastic differential equations and Brownian motion and related processes

- Additional sections on Martingale and Poisson process

Zielgruppe

AUDIENCE: Upper division undergraduate and graduate-level courses in
stochastic processes and stochastic modeling, offered in statistics and
mathematics departments at all major universities.

Autoren/Hrsg.

Pinsky, Mark

Karlin, Samuel

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Mathematik | Informatik Mathematik Stochastik Elementare Stochastik

Inhaltsverzeichnis

IntroductionConditional Probability and Conditional ExpectationMarkov Chains: IntroductionThe Long Run Behavior of Markov ChainsPoisson ProcessesContinuous Time Markov ChainsRenewal PhenomenaBrownian Motion and Related ProcessesQueueing Systems Random EvolutionsCharacteristic Functions and Their Applications