Vidyadhar G Kulkarni

Modeling and Analysis of Stochastic Systems

• Broschiertes Buch

Produktbeschreibung

Building on the author's more than 35 years of teaching experience, Modeling and Analysis of Stochastic Systems, Third Edition, covers the most important classes of stochastic processes used in the modeling of diverse systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient

---

Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• 3rd edition
• Seitenzahl: 608
• Erscheinungstermin: 18. Dezember 2020
• Englisch
• Abmessung: 231mm x 155mm x 36mm
• Gewicht: 816g
• ISBN-13: 9780367736798
• ISBN-10: 0367736799
• Artikelnr.: 72534076

Autorenporträt

Vidyadhar G. Kulkarni

Inhaltsangabe

IntroductionWhat in the World is a Stochastic Process?How to Characterize a
Stochastic ProcessWhat Do We Do with a Stochastic Process?Discrete-Time
Markov Chains: Transient BehaviourDefinition and
CharacterizationExamplesDTMCs in Other FieldsMarginal
DistributionsOccupancy TimesComputation of Matrix PowersModeling
ExercisesComputational ExercisesConceptual ExercisesDiscrete-Time Markov
Chains: First Passage TimesDefinitionsCumulative Distribution Function of
TAbsorption ProbabilitiesExpectation of TGenerating Function and Higher
Moments of TComputational ExercisesConceptual ExercisesDiscrete-Time Markox
Chains: Limiting BehaviourExploring the Limiting Behaviour by
ExamplesClassification of StatesDetermining Recurrence and Transience:
Finite DTMCsDetermining Recurrence and Transience: Infinite DTMScLimiting
Behaviour of Irreducible DTMCsExamples: Limiting Behaviour of Infinite
State-Space Irreducible DTMCsLimiting Behaviour of Reducible DTMCsDTMCs
with Costs and RewardsReversibilityComputational ExercisesConceptual
ExercisesPoisson ProcessesExponential DistributionsPoisson Process:
DefinitionsEvent Times in a Poisson ProcessSuperposition and Splitting of
Poisson ProcessesNon-Homogeneous Poisson ProcessCompound Poisson
ProcessComputational ExercisesConceptual ExercisesContinuous-Time Markov
ChainsDefinitions and Sample Path PropertiesExamplesCTMCs in Other
FieldsTransient Behaviour: Marginal DistributionTransient Behaviour:
Occupancy TimesComputation of P(t): Finite State-SpaceComputation of P(t):
Infinite State-SpaceFirst-Passage TimesExploring the Limiting Behaviour by
ExamplesClassification of StatesLimiting Behaviour of Irre