Elements of Applied Stochastic Processes

Narayan Bhat, Gregory K. Miller

462 pages, parution le 10/10/2002 (3^eme édition)

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Résumé

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

Contents

Stochastic Processes: Description and Definition
Markov chains
Irreducible Markov Chains with Ergodic States
Branching Processes and Other Special Topics
Statistical Inference for Markov Chains
Applied Markov Chains
Simple Markov Processes
Statistical Inference for Simple Markov Processes
Applied Markov Processes
Renewal Processes
Stationary Processes and Time Series Analysis
Simulation and Markov Chain Monte Carlo
Answers to Selected Exercises
Appendix

L'auteur - Narayan Bhat

Southern Methodic University

L'auteur - Gregory K. Miller

Stephen F. Austin State University

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Narayan Bhat, Gregory K. Miller
Parution	10/10/2002
Édition	3^eme édition
Nb. de pages	462
Format	16 x 24
Couverture	Relié
Poids	800g
Intérieur	Noir et Blanc
EAN13	9780471414421