Applied Stochastic System Modeling /

This book provides a self-contained and systematic treatment of stochastic processes and their applications. Having a ba- sic knowledge of mathematics at an undergraduate level, the reader can easily understand stochastic processes with dis- crete state space such as Poisson processes, renewal proce...

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Bibliographic Details
Main Author: Osaki, Shunji
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 1992.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:This book provides a self-contained and systematic treatment of stochastic processes and their applications. Having a ba- sic knowledge of mathematics at an undergraduate level, the reader can easily understand stochastic processes with dis- crete state space such as Poisson processes, renewal proces- ses and Markov chains. Fruitful applications of such proces- sesare also described in the real world problems in relia- bility and queueing models. Numerous illustrations are included for better understanding. Problems are included in each chapter. Appendices are devoted to the Laplace-Stieltjes transforms and their properties, and answers to selected problems. It is suitable for an introductory one-semester or two-quarter course in stochastic processes for the junior or senior undergraduate students.
Item Description:Electronic resource.
Physical Description:1 online resource (ix, 269 pages 55 illustrations)
ISBN:9783642846816 (electronic bk.)
3642846815 (electronic bk.)