Items related to Basics of Applied Stochastic Processes (Probability...
Synopsis
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.
"synopsis" may belong to another edition of this title.
Review
From the reviews:
"This text book by Richard Serfozo is an introduction to the field of stochastic processes and their applications. It provides an overview of theory and applications for five classical classes of stochastic processes ... . The text is complemented by a large number of exercises. The clear writing style and the few mathematical prerequisites ... make it suitable for a first course in stochastic processes. ... for researchers in various fields of applications the volume is a valuable reference." (H. M. Mai, Zentralblatt MATH, Vol. 1159, 2009)
“This book is an introduction to applied stochastic processes written as a text that balances between an introduction focusing on the basics of applied stochastic processes and an advanced text that includes more theoretical aspects of these processes. ... The text provides numerous examples and exercises to illustrate applications of the theorems or that propose extensions of the main ideas. ... The text is well written and provides a nice balanced introduction to applied stochastic processes.” (Randall James Swift, Mathematical Reviews, Issue 2010 b)"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2008
- ISBN 10 3540893318
- ISBN 13 9783540893318
- BindingHardcover
- LanguageEnglish
- Edition number3
- Number of pages457
Search results for Basics of Applied Stochastic Processes (Probability...
Stock Image
Basics Of Applied Stochastic Processes (Hb 2008)
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEJUNE24-271464
Quantity: Over 20 available
Stock Image
Basics of Applied Stochastic Processes
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 460. Seller Inventory # 26444235
Quantity: 4 available
Stock Image
Basics Of Applied Stochastic Processes
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABTA-66513
Quantity: 5 available
Stock Image
Basics of Applied Stochastic Processes
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. pp. 460 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Seller Inventory # 7436436
Quantity: 4 available
Stock Image
Basics of Applied Stochastic Processes
Seller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 5 out of 5 stars
Condition: New. pp. 460. Seller Inventory # 18444225
Quantity: 4 available
Stock Image
Basics Of Applied Stochastic Processes (probability And Its Applications) [hardcover]
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABTA-216992
Quantity: 1 available
Stock Image
Basics Of Applied Stochastic Processes (probability And Its Applications) [hardcover]
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEJUNE24-271465
Quantity: 1 available
Stock Image
Basics of Applied Stochastic Processes (Probability and Its Applications)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar3113020177913
Quantity: Over 20 available
Seller Image
Basics of Applied Stochastic Processes
Published by
Springer Berlin Heidelberg Dez 2008, 2008
ISBN 10: 3540893318
ISBN 13: 9783540893318
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 460 pp. Englisch. Seller Inventory # 9783540893318
Quantity: 2 available
Stock Image
Basics of Applied Stochastic Processes (Probability and Its Applications)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9783540893318_new
Quantity: Over 20 available