Introduction To Modeling And Analysis Of Stochastic Systems PDF Download
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Author | : V. G. Kulkarni |
Publisher | : Springer |
Total Pages | : 313 |
Release | : 2010-11-03 |
Genre | : Mathematics |
ISBN | : 1441917721 |
Download Introduction to Modeling and Analysis of Stochastic Systems Book in PDF, ePub and Kindle
This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.
Author | : Howard M. Taylor |
Publisher | : Academic Press |
Total Pages | : 410 |
Release | : 2014-05-10 |
Genre | : Mathematics |
ISBN | : 1483269272 |
Download An Introduction to Stochastic Modeling Book in PDF, ePub and Kindle
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Author | : Barry L. Nelson |
Publisher | : Courier Corporation |
Total Pages | : 338 |
Release | : 2012-10-11 |
Genre | : Mathematics |
ISBN | : 0486139948 |
Download Stochastic Modeling Book in PDF, ePub and Kindle
Coherent introduction to techniques also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Includes formulation of models, analysis, and interpretation of results. 1995 edition.
Author | : Vidyadhar G. Kulkarni |
Publisher | : CRC Press |
Total Pages | : 566 |
Release | : 2009-12-18 |
Genre | : Business & Economics |
ISBN | : 1439808775 |
Download Modeling and Analysis of Stochastic Systems Book in PDF, ePub and Kindle
Based on the author's more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage times, and cost/reward models. Along with reorganizing the material, this edition revises and adds new exercises and examples. New to the second edition: a new chapter on diffusion processes that gives an accessible and non-measure-theoretic treatment with applications to finance; a more streamlined, application-oriented approach to renewal, regenerative, and Markov regenerative processes; and, two appendices that collect relevant results from analysis and differential and difference equations. Rather than offer special tricks that work in specific problems, this book provides thorough coverage of general tools that enable the solution and analysis of stochastic models. After mastering the material in the text, students will be well-equipped to build and analyze useful stochastic models for various situations. A collection of MATLAB[registered]-based programs can be downloaded from the author's website and a solutions manual is available for qualifying instructors.
Author | : Anders Lindquist |
Publisher | : Springer |
Total Pages | : 788 |
Release | : 2015-04-24 |
Genre | : Science |
ISBN | : 3662457504 |
Download Linear Stochastic Systems Book in PDF, ePub and Kindle
This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.
Author | : Armin Zimmermann |
Publisher | : Springer Science & Business Media |
Total Pages | : 393 |
Release | : 2008-01-12 |
Genre | : Computers |
ISBN | : 3540741739 |
Download Stochastic Discrete Event Systems Book in PDF, ePub and Kindle
Stochastic discrete-event systems (SDES) capture the randomness in choices due to activity delays and the probabilities of decisions. This book delivers a comprehensive overview on modeling with a quantitative evaluation of SDES. It presents an abstract model class for SDES as a pivotal unifying result and details important model classes. The book also includes nontrivial examples to explain real-world applications of SDES.
Author | : Erhan Cinlar |
Publisher | : Courier Corporation |
Total Pages | : 418 |
Release | : 2013-02-20 |
Genre | : Mathematics |
ISBN | : 0486276325 |
Download Introduction to Stochastic Processes Book in PDF, ePub and Kindle
Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.
Author | : Vladimir S. Korolyuk |
Publisher | : Springer Science & Business Media |
Total Pages | : 195 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 940114625X |
Download Stochastic Models of Systems Book in PDF, ePub and Kindle
In this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems. The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, i.e. unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium. Audience: This book will be of interest to postgraduate students and researchers whose work involves probability theory, stochastic processes, mathematical systems theory, ordinary differential equations, operator theory, or mathematical modelling and industrial mathematics.
Author | : Nicolas Lanchier |
Publisher | : Springer |
Total Pages | : 303 |
Release | : 2017-01-27 |
Genre | : Mathematics |
ISBN | : 3319500384 |
Download Stochastic Modeling Book in PDF, ePub and Kindle
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the gambler’s ruin chain, branching processes, symmetric random walks, and queueing systems. The third, more research-oriented part of the text, discusses special stochastic processes of interest in physics, biology, and sociology. Additional emphasis is placed on minimal models that have been used historically to develop new mathematical techniques in the field of stochastic processes: the logistic growth process, the Wright –Fisher model, Kingman’s coalescent, percolation models, the contact process, and the voter model. Further treatment of the material explains how these special processes are connected to each other from a modeling perspective as well as their simulation capabilities in C and MatlabTM.
Author | : G. Latouche |
Publisher | : SIAM |
Total Pages | : 331 |
Release | : 1999-01-01 |
Genre | : Mathematics |
ISBN | : 0898714257 |
Download Introduction to Matrix Analytic Methods in Stochastic Modeling Book in PDF, ePub and Kindle
Presents the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner.