Elements of Applied Stochastic Processes

Beschreibung

Praise for THE SECOND EDITION "A valuable contribution. rigorous and carefully thought out." -Zeitschrift fur Operations Research A state-of-the-art text on stochastic models and their applications Much has changed in the field of stochastic modeling since the highly successful Second Edition of this popular text. In response, the authors have significantly revised their book to deliver a thoroughly up-to-date overview of the field. This Third Edition of Elements of Applied Stochastic Processes provides a basic understanding of the fundamental theory of stochastic processes. Topics include Markov chains, and Markov, branching, renewal, and stationary processes, all of which are illustrated with the rich diversity of actual applications. Restructured to enhance the book's usefulness for practicing professionals, students, and instructors, this edition features two chapters dedicated entirely to applications from journal articles and new material on statistical inference for stochastic processes, with inference on queues as an area of application. Also new is a chapter on simulation and Markov Chain Monte Carlo. This updated new edition: * Retains the bridge between theory and application while improving teachability * Integrates a broad set of applications into the text * Provides expanded coverage on statistical inference for stochastic processes * Utilizes a wealth of examples from research papers and monographs * Offers a comprehensive introduction to stationary processes and time series analysis
Diese 3. Auflage des erfolgreichen und praxisbewährten Bandes wurde stark gestrafft, das Material wurde didaktisch noch besser aufbereitet. Ein neuer Schwerpunkt liegt auf der Diskussion von Markov-Ketten und dem einfachen Markov-Prozess. Ausführlicher diskutiert werden jetzt auch statistische Folgerungen aus stochastischen Prozessen. Die umfassende Einführung von stationären Prozessen und Zeitreihenanalysen wurde beibehalten. Mit zahlreichen Beispielen aus Originalarbeiten und Monographien!

Autor*in

U. Narayan Bhat

Themen in »Elements of Applied Stochastic Processes«

Angewandte Wahrscheinlichkeitsrechnung u. Statistik Applied Probability & Statistics Mathematik / Wahrscheinlichkeitstheorie, Statistik Statistics Statistik Stochastik

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