Modeling, Analysis, Design, And Control Of Stochastic Systems (springer Texts In Statistics)
by V. G. Kulkarni /
2012 / English / PDF
8.5 MB Download
An introductory level text on stochastic modelling, suited for
undergraduates or graduates in actuarial science, business
management, computer science, engineering, operations research,
public policy, statistics, and mathematics. It employs a large
number of examples to show how to build stochastic models of
physical systems, analyse these models to predict their
performance, and use the analysis to design and control them. The
book provides a self-contained review of the relevant topics in
probability theory: In discrete and continuous time Markov models
it covers the transient and long term behaviour, cost models, and
first passage times; under generalised Markov models, it covers
renewal processes, cumulative processes and semi-Markov processes.
All the material is illustrated with many examples, and the book
emphasises numerical answers to the problems. A software package
called MAXIM, which runs on MATLAB, is available for downloading.
An introductory level text on stochastic modelling, suited for
undergraduates or graduates in actuarial science, business
management, computer science, engineering, operations research,
public policy, statistics, and mathematics. It employs a large
number of examples to show how to build stochastic models of
physical systems, analyse these models to predict their
performance, and use the analysis to design and control them. The
book provides a self-contained review of the relevant topics in
probability theory: In discrete and continuous time Markov models
it covers the transient and long term behaviour, cost models, and
first passage times; under generalised Markov models, it covers
renewal processes, cumulative processes and semi-Markov processes.
All the material is illustrated with many examples, and the book
emphasises numerical answers to the problems. A software package
called MAXIM, which runs on MATLAB, is available for downloading.
