Introduction to modeling and analysis of stochastic systems

This 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...

Cijeli opis

Spremljeno u:
Bibliografski detalji
Glavni autor: Kulkarni, V. G.
Format: Livre numérique
Jezik:Anglais
Izdano: New York, NY : Springer New York [20..].
Cham : Springer Nature
Izdanje:Second Edition.
Serija:Springer Texts in Statistics
Teme:
Online pristup:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Bilješka: Description d'après consultation du 27 avril 2012
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Introduction to Modeling and Analysis of Stochastic Systems, Texte imprimé, 9781441917713
• Introduction to Modeling and Analysis of Stochastic Systems, Texte imprimé, 9781441917782
• Introduction to Modeling and Analysis of Stochastic Systems, Texte imprimé, 9781461427353
• Introduction to Modeling and Analysis of Stochastic Systems, Texte imprimé, 9781441917713
LEADER 04895nam a22004337a 4500
001 968088
008 110208q2000 xxe ||| |||| 00| 0 eng d
009 PPN149899629
020 |a 9781441917720 
020 |a 9781441917720 
041 0 |a eng 
082 |a 519.5 
084 |a 60G35. 2010 
100 1 |a Kulkarni, V. G. 
245 1 0 |a Introduction to modeling and analysis of stochastic systems   |c V. G. Kulkarni. 
250 |a Second Edition. 
260 |a New York, NY :  |b Springer New York. 
260 |a Cham :  |b Springer Nature,  |c [20..]. 
490 0 |a Springer Texts in Statistics  |x 2197-4136 
500 |a Description d'après consultation du 27 avril 2012 
500 |a Archives Springer e-books (Licence nationale) 
500 |a Archives Springer e-books (Licence nationale) 
504 |a Bibliogr. p.309-310 Index p. 311-313 
505 1 |a Introduction Discrete-Time Markov Models Poisson Processes Continuous-Time Markov Models Generalized Markov Models Queueing Models Brownian Motion 
506 |a Accès en ligne pour les établissements français bénéficiaires des licences nationales 
506 |a Accès soumis à abonnement pour tout autre établissement 
506 |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 
520 |a This 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 |a Distribution (théorie des probabilités) 
650 |a Processus stochastiques 
776 0 |t Introduction to Modeling and Analysis of Stochastic Systems  |b Texte imprimé  |z 9781441917713 
776 0 |t Introduction to Modeling and Analysis of Stochastic Systems  |b Texte imprimé  |z 9781441917782 
776 0 |t Introduction to Modeling and Analysis of Stochastic Systems  |b Texte imprimé  |z 9781461427353 
776 0 |t Introduction to Modeling and Analysis of Stochastic Systems  |b Texte imprimé  |z 9781441917713 
856 4 |q PDF  |u https://doi.org/10.1007/978-1-4419-1772-0  |z Accès sur la plateforme de l'éditeur 
856 4 |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-0GN0R65L-L  |z Accès sur la plateforme Istex 
856 4 |5 452349901:750624574  |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-1-4419-1772-0  |z Accès Université d'Orléans 
856 4 |5 180339901:753982021  |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-1-4419-1772-0  |z Accès INSA CVL 
997 |0 968088  |1 Livre numérique  |a Ressource numérique  |b INSA  |b ENSA  |c 0/Bibliothèque numérique/  |c 1/Bibliothèque numérique/Autre ressource numérique/