Applied Stochastic System Modeling
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Applied Stochastic System Modeling
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Author : Shunji Osaki
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Applied Stochastic System Modeling written by Shunji Osaki and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
This book was written for an introductory one-semester or two-quarter course in stochastic processes and their applications. The reader is assumed to have a basic knowledge of analysis and linear algebra at an undergraduate level. Stochastic models are applied in many fields such as engineering systems, physics, biology, operations research, business, economics, psychology, and linguistics. Stochastic modeling is one of the promising kinds of modeling in applied probability theory. This book is intended to introduce basic stochastic processes: Poisson pro cesses, renewal processes, discrete-time Markov chains, continuous-time Markov chains, and Markov-renewal processes. These basic processes are introduced from the viewpoint of elementary mathematics without going into rigorous treatments. This book also introduces applied stochastic system modeling such as reliability and queueing modeling. Chapters 1 and 2 deal with probability theory, which is basic and prerequisite to the following chapters. Many important concepts of probabilities, random variables, and probability distributions are introduced. Chapter 3 develops the Poisson process, which is one of the basic and im portant stochastic processes. Chapter 4 presents the renewal process. Renewal theoretic arguments are then used to analyze applied stochastic models. Chapter 5 develops discrete-time Markov chains. Following Chapter 5, Chapter 6 deals with continuous-time Markov chains. Continuous-time Markov chains have im portant applications to queueing models as seen in Chapter 9. A one-semester course or two-quarter course consists of a brief review of Chapters 1 and 2, fol lowed in order by Chapters 3 through 6.
Stochastic System Reliability Modelling
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Author : Shunji Osaki
language : en
Publisher: World Scientific
Release Date : 1985-10-01
Stochastic System Reliability Modelling written by Shunji Osaki and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985-10-01 with Mathematics categories.
This book aims to present an overview of stochastic system reliability modeling for undergraduate and graduate students, engineers and researchers. It is ideal as a one-semester undergraduate or graduate level text in reliability, applied stochastic processes, stochastic operations research and systems engineering. The topics are divided into two parts: The first part deals with probability theory and stochastic processes, which provide the basic ideas of applied stochastic processes and the second part treats their applications to system reliability modelling. Throughout the later half, Markov renewal processes are applied to formulating stochastic models for system reliability. Since a fairly intermediate level of mathematics is assumed two appendices on Laplace-Stieltjes transforms and signal flow graphs provide much background material. The text is pedagogically sound.
Stochastic System Reliability Modeling
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Author : Osaki S.
language : en
Publisher:
Release Date : 1985
Stochastic System Reliability Modeling written by Osaki S. and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Reliability (Engineering) categories.
Basics Of Applied Stochastic Processes
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Author : Richard Serfozo
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-01-24
Basics Of Applied Stochastic Processes written by Richard Serfozo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-24 with Mathematics categories.
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.
Applied Stochastic Processes And Control For Jump Diffusions
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Author : Floyd B. Hanson
language : en
Publisher: SIAM
Release Date : 2007-01-01
Applied Stochastic Processes And Control For Jump Diffusions written by Floyd B. Hanson and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-01 with Mathematics categories.
This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems.
Stochastic System Reliability Modeling
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Author :
language : en
Publisher:
Release Date : 1985
Stochastic System Reliability Modeling written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Reliability (Engineering) categories.
Applied Stochastic Modeling
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Author : Liliana Blanco-Castañeda
language : en
Publisher: Springer Nature
Release Date : 2023-06-18
Applied Stochastic Modeling written by Liliana Blanco-Castañeda and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06-18 with Mathematics categories.
This book provides the essential theoretical tools for stochastic modeling. The authors address the most used models in applications such as Markov chains with discrete-time parameters, hidden Markov chains, Poisson processes, and birth and death processes. This book also presents specific examples with simulation methods that apply the topics to different areas of knowledge. These examples include practical applications, such as modeling the COVID-19 pandemic and animal movement modeling. This book is concise and rigorous, presenting the material in an easily accessible manner that allows readers to learn how to address and solve problems of a stochastic nature.
Stochastic Processes Modeling And Simulation
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Author : D N Shanbhag
language : en
Publisher: Gulf Professional Publishing
Release Date : 2003-02-24
Stochastic Processes Modeling And Simulation written by D N Shanbhag and has been published by Gulf Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-02-24 with Mathematics categories.
This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value therapy, applications of Markov chains, modelling with Monte Carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. particular with modelling, simulation techniques and numerical methods concerned with stochastic processes. The scope of the project involving this volume as well as volume 19 is already clarified in the preface of volume 19. The present volume completes the aim of the project and should serve as an aid to students, teachers, researchers and practitioners interested in applied stochastic processes.
Stochastic Modeling And Optimization
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Author : David D. Yao
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Modeling And Optimization written by David D. Yao and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.
Applied Stochastic Models And Control For Finance And Insurance
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Author : Charles S Tapiero
language : en
Publisher:
Release Date : 1998-04-30
Applied Stochastic Models And Control For Finance And Insurance written by Charles S Tapiero and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-04-30 with categories.