Basics of applied stochastic processes

＜図書＞
Basics of applied stochastic processes

責任表示	Richard Serfozo
シリーズ	Probability and its applications
データ種別	図書
出版情報	Berlin : Springer , c2009
本文言語	英語
大きさ	xiv, 443 p. ; 24 cm
概要	Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time... renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system's data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models.続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6991448

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
	: [hard]	理系図3F 数理独自	SERF/20/2	2009		023212008007635		予約・取寄			予約・取寄
	: [hard]	数理数理科学	SERF/20/2A	2009		033212015500594

一般注記	Includes bibliographical references (p.429-433) and index HTTP:URL=http://dx.doi.org/10.1007/978-3-540-89332-5
著者標目	*Serfozo, Richard
件　名	LCSH:Stochastic processes LCSH:Markov chains LCSH:Brownian motion processes
書誌ID	1001245680
ISBN	9783540893318
NCID	BA88513433
巻冊次	: [hard] ; ISBN:9783540893318
登録日	2009.09.18
更新日	2017.02.18