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Introduction to Stochastic Models: Dover Books on Mathematics

Autor Roe Goodman
en Limba Engleză Paperback – 31 mar 2006
Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Using both computer simulations and mathematical models of random events, it comprises numerous applications to the physical and biological sciences, engineering, and computer science. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, and the Poisson process. Additional topics encompass continuous-time stochastic processes, birth and death processes, steady-state probabilities, general queuing systems, and renewal processes. Each section features worked examples, and exercises appear at the end of each chapter, with numerical solutions at the back of the book. Suggestions for further reading in stochastic processes, simulation, and various applications also appear at the end.
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Specificații

ISBN-13: 9780486450377
ISBN-10: 0486450376
Pagini: 355
Dimensiuni: 155 x 234 x 19 mm
Greutate: 0.46 kg
Ediția:2
Editura: Dover Publications
Seria Dover Books on Mathematics