Modeling, Analysis, Design, And Control Of Stochastic Systems (Springer Texts In Statistics)

 Modeling, Analysis, Design, and Control of Stochastic Systems (Springer Texts in Statistics) PDF Text fb2 ebook

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 ...

Series: Springer Texts in Statistics
Hardcover: 375 pages
Publisher: Springer (December 15, 2000)
Language: English
ISBN-10: 0387987258
ISBN-13: 978-0387987255
Product Dimensions: 6.1 x 0.9 x 9.2 inches
Amazon Rank: 4108037
Format: PDF ePub fb2 TXT fb2 ebook

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This is probably ideal as a reference source for a graduate student or professor who knows stochastics very well already.However, if you are a novice trying to learn about stochastics and want good explanations and examples with an appropriate buildu...



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nd 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.