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Applied Stochastic System Modeling Shunji Osaki

Applied Stochastic System Modeling

Shunji Osaki

Published
ISBN : 9780387549279
Hardcover
269 pages
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 About the Book 

This book provides a self-contained and systematic treatmentof stochastic processes and their applications. Having a ba-sic knowledge of mathematics at an undergraduate level, thereader can easily understand stochastic processes with dis-crete stateMoreThis book provides a self-contained and systematic treatmentof stochastic processes and their applications. Having a ba-sic knowledge of mathematics at an undergraduate level, thereader 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 areincluded for better understanding. Problems are included ineach chapter. Appendices are devoted to theLaplace-Stieltjes transforms and their properties, andanswers to selected problems. It is suitable for anintroductory one-semester or two-quarter course instochastic processes for the junior or senior undergraduatestudents.