An Introduction to Stochastic Modeling
- 3rd Edition - February 6, 1998
- Author: Samuel Karlin
- Language: English
- Hardback ISBN:9 7 8 - 0 - 1 2 - 6 8 4 8 8 7 - 8
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Mo… Read more
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Request a sales quoteServing 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.
- Realistic applications from a variety of disciplines integrated throughout the text
- Plentiful, updated and more rigorous problems, including computer "challenges"
- Revised end-of-chapter exercises sets—in all, 250 exercises with answers
- New chapter on Brownian motion and related processes
- Additional sections on Matingales and Poisson process
AUDIENCE: Upper division undergraduate and graduate-level courses in
stochastic processes and stochastic modeling, offered in statistics and
mathematics departments at all major universities.
stochastic processes and stochastic modeling, offered in statistics and
mathematics departments at all major universities.
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
- No. of pages: 648
- Language: English
- Edition: 3
- Published: February 6, 1998
- Imprint: Academic Press
- Hardback ISBN: 9780126848878
SK
Samuel Karlin
Affiliations and expertise
Stanford University and The Weizmann Institute of Science