A first course in stochastic models / / Henk C. Tijms
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| Autore: |
Tijms H. C
|
| Titolo: |
A first course in stochastic models / / Henk C. Tijms
|
| Pubblicazione: | Chichester, England ; ; Hoboken, NJ, : Wiley, c2003 |
| Edizione: | 2nd ed. |
| Descrizione fisica: | 1 online resource (450 p.) |
| Disciplina: | 519.2/3 |
| Soggetto topico: | Stochastic processes |
| Probabilities | |
| Note generali: | Bibliographic Level Mode of Issuance: Monograph |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | Preface. The Poisson Process and Related Processes. Renewal-Reward Processes. Discrete-Time Markov Chains. Continuous-Time Markov Chains. Markov Chains and Queues. Discrete-Time Markov Decision Processes. Semi-Markov Decision Processes. Advanced Renewal Theory. Algorithmic Analysis of Queueing Models. Appendices. Appendix A: Useful Tools in Applied Probability. Appendix B: Useful Probability Distributions. Appendix C: Generating Functions. Appendix D: The Discrete Fast Fourier Transform. Appendix E: Laplace Transform Theory. Appendix F: Numerical Laplace Inversion. Appendix G: The Root-Finding Problem. References. Index. |
| Sommario/riassunto: | An integrated presentation of theory, applications and algorithms that demonstrates how useful simple stochastic models can be for gaining insight into the behaviour of complex stochastic systems. |
| Titolo autorizzato: | First course in stochastic models |
| ISBN: | 9786610271832 |
| 9780470864289 | |
| 0470864281 | |
| 9781280271830 | |
| 1280271833 | |
| 9780470358337 | |
| 0470358335 | |
| 9780470013632 | |
| 047001363X | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9911019641403321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |