Basics of Applied Stochastic Processes

Language: English

Published by Springer, Springer Vieweg Dez 2008, 2008

3540893318 / 9783540893318

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This item is printed on demand - Print on Demand Titel. 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 460 pp. Englisch.

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Title
Basics of Applied Stochastic Processes
Author
Richard Serfozo
Publisher
Springer, Springer Vieweg Dez 2008
Publication year
2008
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3540893318
ISBN 13
9783540893318
Edition
3rd Edition
Item weight
852 grams
Dimensions
241x160x30 mm

buchversandmimpf2000

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