Introduction to Modeling and Analysis of Stochastic Systems, 2nd edition (repost)
Introduction to Modeling and Analysis of Stochastic Systems, 2nd edition
by V. G. Kulkarni
English | 2010 | ISBN: 1441917713 | 328 pages | PDF | 1.77 MB
by V. G. Kulkarni
English | 2010 | ISBN: 1441917713 | 328 pages | PDF | 1.77 MB
This is an introductory-level text on stochastic modeling. It is suited for undergraduate students in engineering, operations research, statistics, mathematics, actuarial science, business management, computer science, and public policy. It employs a large number of examples to teach the students to use stochastic models of real-life systems to predict their performance, and use this analysis to design better systems. The book is devoted to the study of important classes of stochastic processes: discrete and continuous time Markov processes, Poisson processes, renewal and regenerative processes, semi-Markov processes, queueing models, and diffusion processes. The book systematically studies the short-term and the long-term behavior, cost/reward models, and first passage times. All the material is illustrated with many examples, and case studies. The book provides a concise review of probability in the appendix. The book emphasizes numerical answers to the problems.
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