Stochastic Models

Fülszöveg

Wiley Series in Probability and Mathematical Statistics
Editors Vic Barnett J. Stuart Hunter Adrian F.M. Smith Geoffrey S. Watson
Ralph A. Bradley Joseph B. Kadane Stephen M. Stigler
Nicholas I. Fisher David G. Kendall Jozef L. Teugels
Stochastic Models:
An Algorithmic Approach
Henk C. Tijms, Vrije Universiteit, Amsterdam
Stoctiastic Models: An Algorithmic Approach fulfils the widely perceived need for an introductory text which demonstrates the effective use of simple stochastic models to gain insight into the behaviour of complex stochastic systems.
The author's earlier book, Stochastic Modelling and Analysis: A Computational Approach (1986) has become a leading text in the fields of applied probability and stochastic optimization. While this new book retains the features of providing theory, realistic examples and practically useful algorithms it is written with a wider readership in mind and is more student-oriented.
Covering renewal and regenerative processes,... Tovább

Fülszöveg

Wiley Series in Probability and Mathematical Statistics
Editors Vic Barnett J. Stuart Hunter Adrian F.M. Smith Geoffrey S. Watson
Ralph A. Bradley Joseph B. Kadane Stephen M. Stigler
Nicholas I. Fisher David G. Kendall Jozef L. Teugels
Stochastic Models:
An Algorithmic Approach
Henk C. Tijms, Vrije Universiteit, Amsterdam
Stoctiastic Models: An Algorithmic Approach fulfils the widely perceived need for an introductory text which demonstrates the effective use of simple stochastic models to gain insight into the behaviour of complex stochastic systems.
The author's earlier book, Stochastic Modelling and Analysis: A Computational Approach (1986) has become a leading text in the fields of applied probability and stochastic optimization. While this new book retains the features of providing theory, realistic examples and practically useful algorithms it is written with a wider readership in mind and is more student-oriented.
Covering renewal and regenerative processes, discrete-time and continuous-time Markov chains, Markovian decision processes, inventory and queueing theory the book will enable students to perform algorithmic analysis for specific problems. Chosen to illustrate the basic models and their associated solution methods, the examples are drawn from a variety of applications fields, such as inventory control, reliability, maintenance, insurance and teletraffic. Each chapter concludes with a range of interesting and thought-provoking exercises, some of which require the use of computer software.
The accessible yet rigorous exposition ensures that the book will be an invaluable resource for senior undergraduate and graduate students of operations research, statistics and engineering. Vissza