02868oam 2200505I 450 991015170410332120240501162721.01-4987-5672-71-315-36791-21-4987-5662-X10.1201/9781315367910(CKB)3710000000952501(MiAaPQ)EBC4745598(OCoLC)963967463(EXLCZ)99371000000095250120180706h20172017 uy 0engurcnu||||||||rdacontentrdamediardacarrierModeling and analysis of stochastic systems /Vidyadhar G. Kulkarni, Department of Statistics and Operations Research University of North Carolina at Chapel Hill, USAThird edition.Boca Raton :CRC Press,[2017]©20171 online resource (606 pages) illustrationsChapman & hall/CRC texts in statistical science series"A Chapman & Hall Book"--cover.1-4987-5661-1 Includes bibliographical references and index.1. Introduction -- 2. Discrete-time Markov chains : transient behavior -- 3. Discrete-time Markov chains : first passage times -- 4. Discrete-time Markov chains : limiting behavior -- 5. Poisson processes -- 6. Continous-time Markov chains -- 7. Queueing models -- 8. Renewal processes -- 9. Markov regenerative processes -- 10. Diffusion processes.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.Texts in statistical science.Stochastic processesStochastic systemsStochastic processes.Stochastic systems.519.2/3Kulkarni Vidyadhar G.614043FlBoTFGFlBoTFGBOOK9910151704103321Modeling and analysis of stochastic systems2800808UNINA