000 04054nam a22004695i 4500
001 978-1-4419-1772-0
003 DE-He213
005 20140220083719.0
007 cr nn 008mamaa
008 101109s2011 xxu| s |||| 0|eng d
020 _a9781441917720
_9978-1-4419-1772-0
024 7 _a10.1007/978-1-4419-1772-0
_2doi
050 4 _aQA276-280
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.5
_223
100 1 _aKulkarni, V. G.
_eauthor.
245 1 0 _aIntroduction to Modeling and Analysis of Stochastic Systems
_h[electronic resource] /
_cby V. G. Kulkarni.
250 _a2.
264 1 _aNew York, NY :
_bSpringer New York,
_c2011.
300 _aXIII, 313 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Texts in Statistics,
_x1431-875X
505 0 _aIntroduction -- Discrete-Time Markov Models -- Poisson Processes -- Continuous-Time Markov Models -- Generalized Markov Models -- Queueing Models -- Brownian Motion.
520 _aThis 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. A collection of MATLAB programs to accompany the this book can be downloaded from http://www.unc.edu/~vkulkarn/Maxim/maxim.zip. A graphical user interface to access the above files can be downloaded from http://www.unc.edu/~vkulkarn/Maxim/maximgui.zip . The second edition incorporates several changes. First its title reflects the changes in content: the chapters on design and control have been removed. The book now contains several case studies that teach the design principles. Two new chapters have been added. The new chapter on Poisson processes gives more attention to this important class of stochastic processes than the first edition did. The new chapter on Brownian motion reflects its increasing importance as an appropriate model for a variety of real-life situations, including finance. V. G. Kulkarni is Professor in the Department of Statistics and Operations Research in the University of North Carolina, Chapel Hill. He has authored a graduate-level text Modeling and Analysis of Stochastic Systems and dozens of articles on stochastic models of queues, computer and communications systems, and production and supply chain systems. He holds a patent on traffic management in telecommunication networks, and has served on the editorial boards of Operations Research Letters, Stochastic Models, and Queueing Systems and Their Applications.
650 0 _aStatistics.
650 0 _aDistribution (Probability theory).
650 1 4 _aStatistics.
650 2 4 _aStatistics, general.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aOperations Research/Decision Theory.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781441917713
830 0 _aSpringer Texts in Statistics,
_x1431-875X
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4419-1772-0
912 _aZDB-2-SMA
999 _c105549
_d105549