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Modeling And Analysis Of Stochastic Systems

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Introduction To Modeling And Analysis Of Stochastic Systems

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Author : V. G. Kulkarni
language : en
Publisher: Springer
Release Date : 2012-12-27

Introduction To Modeling And Analysis Of Stochastic Systems written by V. G. Kulkarni and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-27 with Mathematics categories.

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.

Modeling And Analysis Of Stochastic Systems

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Author : Vidyadhar G. Kulkarni
language : en
Publisher: CRC Press
Release Date : 2016-11-18

Modeling And Analysis Of Stochastic Systems written by Vidyadhar G. Kulkarni and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-18 with Business & Economics categories.

Building on the author’s more than 35 years of teaching experience, Modeling and Analysis of Stochastic Systems, Third Edition, covers the most important classes of stochastic processes used in the modeling of diverse 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. The third edition has been updated with several new applications, including the Google search algorithm in discrete time Markov chains, several examples from health care and finance in continuous time Markov chains, and square root staffing rule in Queuing models. More than 50 new exercises have been added to enhance its use as a course text or for self-study. The sequence of chapters and exercises has been maintained between editions, to enable those now teaching from the second edition to use the third edition. 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, readers will be well-equipped to build and analyze useful stochastic models for real-life situations.

Modeling And Analysis Of Stochastic Systems Third Edition

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Author : Vidyadhar G. Kulkarni
language : en
Publisher: CRC Press
Release Date : 2016-11-18

Modeling And Analysis Of Stochastic Systems Third Edition written by Vidyadhar G. Kulkarni and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-18 with Business & Economics categories.

Introduction To Modeling And Analysis Of Stochastic Systems

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Author : V. G. Kulkarni
language : en
Publisher: Springer
Release Date : 2010-11-03

This is an introductory-level text on stochastic modeling. It is suited for undergraduate students in engineering, operations research, statistics, mathematics, actuarial science, business management, computer science, and public policy. It employs a large number of examples to teach the students to use stochastic models of real-life systems to predict their performance, and use this analysis to design better systems. The book is devoted to the study of important classes of stochastic processes: discrete and continuous time Markov processes, Poisson processes, renewal and regenerative processes, semi-Markov processes, queueing models, and diffusion processes. The book systematically studies the short-term and the long-term behavior, cost/reward models, and first passage times. All the material is illustrated with many examples, and case studies. The book provides a concise review of probability in the appendix. The book emphasizes numerical answers to the problems. A collection of MATLAB programs to accompany the this book can be downloaded from http://www.unc.edu/~vkulkarn/Maxim/maxim.zip. A graphical user interface to access the above files can be downloaded from http://www.unc.edu/~vkulkarn/Maxim/maximgui.zip . The second edition incorporates several changes. First its title reflects the changes in content: the chapters on design and control have been removed. The book now contains several case studies that teach the design principles. Two new chapters have been added. The new chapter on Poisson processes gives more attention to this important class of stochastic processes than the first edition did. The new chapter on Brownian motion reflects its increasing importance as an appropriate model for a variety of real-life situations, including finance.

Linear Stochastic Systems

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Author : Anders Lindquist
language : en
Publisher: Springer
Release Date : 2015-04-24

Linear Stochastic Systems written by Anders Lindquist and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-24 with Science categories.

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.

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 Modeling

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Author : Barry L. Nelson
language : en
Publisher: Courier Corporation
Release Date : 2012-10-11

Stochastic Modeling written by Barry L. Nelson and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-11 with Mathematics categories.

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.

Modeling Analysis Design And Control Of Stochastic Systems

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Author : V. G. Kulkarni
language : en
Publisher:
Release Date : 2014-09-01

Modeling Analysis Design And Control Of Stochastic Systems written by V. G. Kulkarni and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.

An Introduction To Stochastic Modeling

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Author : Howard M. Taylor
language : en
Publisher: Academic Press
Release Date : 2014-05-10

An Introduction To Stochastic Modeling written by Howard M. Taylor and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.

An Introduction to Stochastic Modeling, Revised Edition 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.

Modeling And Analysis Of Stochastic Systems Second Edition

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Author : Vidyadhar G. Kulkarni
language : en
Publisher: Chapman and Hall/CRC
Release Date : 2009-12-18

Modeling And Analysis Of Stochastic Systems Second Edition written by Vidyadhar G. Kulkarni and has been published by Chapman and Hall/CRC this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-12-18 with Business & Economics categories.

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.

Modeling And Analysis Of Stochastic Systems

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