Introduction to Modeling and Analysis of Stochastic Systems

Introduction to Modeling and Analysis of Stochastic Systems
Author :
Publisher : Springer
Total Pages : 313
Release :
ISBN-10 : 1461427355
ISBN-13 : 9781461427353
Rating : 4/5 (55 Downloads)

Book Synopsis Introduction to Modeling and Analysis of Stochastic Systems by : V. G. Kulkarni

Download or read book Introduction to Modeling and Analysis of Stochastic Systems written by V. G. Kulkarni and published by Springer. This book was released on 2012-12-27 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling
Author :
Publisher : Academic Press
Total Pages : 410
Release :
ISBN-10 : 9781483269276
ISBN-13 : 1483269272
Rating : 4/5 (76 Downloads)

Book Synopsis An Introduction to Stochastic Modeling by : Howard M. Taylor

Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling 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.

Stochastic Modeling

Stochastic Modeling
Author :
Publisher : Courier Corporation
Total Pages : 338
Release :
ISBN-10 : 9780486139944
ISBN-13 : 0486139948
Rating : 4/5 (44 Downloads)

Book Synopsis Stochastic Modeling by : Barry L. Nelson

Download or read book Stochastic Modeling written by Barry L. Nelson and published by Courier Corporation. This book was released on 2012-10-11 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Introduction to Modeling and Analysis of Stochastic Systems

Introduction to Modeling and Analysis of Stochastic Systems
Author :
Publisher : Springer
Total Pages : 323
Release :
ISBN-10 : 9781441917720
ISBN-13 : 1441917721
Rating : 4/5 (20 Downloads)

Book Synopsis Introduction to Modeling and Analysis of Stochastic Systems by : V. G. Kulkarni

Download or read book Introduction to Modeling and Analysis of Stochastic Systems written by V. G. Kulkarni and published by Springer. This book was released on 2010-11-03 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Analysis, Stochastic Systems, and Applications to Finance

Stochastic Analysis, Stochastic Systems, and Applications to Finance
Author :
Publisher : World Scientific
Total Pages : 274
Release :
ISBN-10 : 9789814355711
ISBN-13 : 9814355712
Rating : 4/5 (11 Downloads)

Book Synopsis Stochastic Analysis, Stochastic Systems, and Applications to Finance by : Allanus Hak-Man Tsoi

Download or read book Stochastic Analysis, Stochastic Systems, and Applications to Finance written by Allanus Hak-Man Tsoi and published by World Scientific. This book was released on 2011 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pt. I. Stochastic analysis and systems. 1. Multidimensional Wick-Ito formula for Gaussian processes / D. Nualart and S. Ortiz-Latorre. 2. Fractional white noise multiplication / A.H. Tsoi. 3. Invariance principle of regime-switching diffusions / C. Zhu and G. Yin -- pt. II. Finance and stochastics. 4. Real options and competition / A. Bensoussan, J.D. Diltz and S.R. Hoe. 5. Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and round robin tournaments / M. Brown, E.A. Pekoz and S.M. Ross. 6. Filtering with counting process observations and other factors : applications to bond price tick data / X. Hu, D.R. Kuipers and Y. Zeng. 7. Jump bond markets some steps towards general models in applications to hedging and utility problems / M. Kohlmann and D. Xiong. 8. Recombining tree for regime-switching model : algorithm and weak convergence / R.H. Liu. 9. Optimal reinsurance under a jump diffusion model / S. Luo. 10. Applications of counting processes and martingales in survival analysis / J. Sun. 11. Stochastic algorithms and numerics for mean-reverting asset trading / Q. Zhang, C. Zhuang and G. Yin

Introduction to Matrix Analytic Methods in Stochastic Modeling

Introduction to Matrix Analytic Methods in Stochastic Modeling
Author :
Publisher : SIAM
Total Pages : 331
Release :
ISBN-10 : 9780898714258
ISBN-13 : 0898714257
Rating : 4/5 (58 Downloads)

Book Synopsis Introduction to Matrix Analytic Methods in Stochastic Modeling by : G. Latouche

Download or read book Introduction to Matrix Analytic Methods in Stochastic Modeling written by G. Latouche and published by SIAM. This book was released on 1999-01-01 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner.

Stochastic Discrete Event Systems

Stochastic Discrete Event Systems
Author :
Publisher : Springer Science & Business Media
Total Pages : 393
Release :
ISBN-10 : 9783540741732
ISBN-13 : 3540741739
Rating : 4/5 (32 Downloads)

Book Synopsis Stochastic Discrete Event Systems by : Armin Zimmermann

Download or read book Stochastic Discrete Event Systems written by Armin Zimmermann and published by Springer Science & Business Media. This book was released on 2008-01-12 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic discrete-event systems (SDES) capture the randomness in choices due to activity delays and the probabilities of decisions. This book delivers a comprehensive overview on modeling with a quantitative evaluation of SDES. It presents an abstract model class for SDES as a pivotal unifying result and details important model classes. The book also includes nontrivial examples to explain real-world applications of SDES.