An Introduction to Stochastic Modeling
Edited by Howard E. Taylor
3rd Edition
Published on 8. May 1998
Book
Hardback
648 pages
978-0-12-684887-8 (ISBN)
Description
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Third Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.
Reviews / Votes
PRAISE FOR THE SECOND EDITION"This book is a valuable resource for anyone studying combustion processes." --David L. Liscinsky, United Technologist Research Center, in AIAA JOURNAL
"This is an excellent text-book....The narrative is clear, careful and detailed but, at the same time, designed to draw (not to bore) the reader in. The main strengths, in my opinion, are the wealth of convincing applications, which are discussed at some, but not too much length after each bit of theoretical development, and the large number of exercises given at the ends of sections, not just at the ends of chapters." --Martin Crowder, University of Surrey, Guildford, in THE STATISTICIAN
More details
Edition
3rd edition
Language
English
Place of publication
San Diego
United States
Publishing group
Elsevier Science Publishing Co Inc
Target group
College/higher education
AUDIENCE: Upper division undergraduate and graduate-level courses in
stochastic processes and stochastic modeling, offered in statistics and
mathematics departments at all major universities.
Edition type
New edition
Dimensions
Height: 229 mm
Width: 152 mm
Weight
980 gr
ISBN-13
978-0-12-684887-8 (9780126848878)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Mark Pinsky | Samuel Karlin
An Introduction to Stochastic Modeling
Book
01/2011
4th Edition
Academic Press
€96.00
Shipment within 15-20 days
Person
Howard E. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. Geological Survey located in Boulder, Colorado. Dr. Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years.
Content
Conditional Probability and Conditional Expectation
Markov Chains: Introduction
The Long Run Behavior of Markov Chains
Poisson Processes
Continuous Time Markov Chains
Renewal Phenomena
Brownian Motion and Related Processes
Queueing Systems
Markov Chains: Introduction
The Long Run Behavior of Markov Chains
Poisson Processes
Continuous Time Markov Chains
Renewal Phenomena
Brownian Motion and Related Processes
Queueing Systems