Probability, Markov Chains, Queues, and Simulation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Probability, Markov Chains, Queues, and Simulation write by William J. Stewart. This book was released on 2009-07-06. Probability, Markov Chains, Queues, and Simulation available in PDF, EPUB and Kindle. Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modeling. The detailed explanations of mathematical derivations and numerous illustrative examples make this textbook readily accessible to graduate and advanced undergraduate students taking courses in which stochastic processes play a fundamental role. The textbook is relevant to a wide variety of fields, including computer science, engineering, operations research, statistics, and mathematics. The textbook looks at the fundamentals of probability theory, from the basic concepts of set-based probability, through probability distributions, to bounds, limit theorems, and the laws of large numbers. Discrete and continuous-time Markov chains are analyzed from a theoretical and computational point of view. Topics include the Chapman-Kolmogorov equations; irreducibility; the potential, fundamental, and reachability matrices; random walk problems; reversibility; renewal processes; and the numerical computation of stationary and transient distributions. The M/M/1 queue and its extensions to more general birth-death processes are analyzed in detail, as are queues with phase-type arrival and service processes. The M/G/1 and G/M/1 queues are solved using embedded Markov chains; the busy period, residual service time, and priority scheduling are treated. Open and closed queueing networks are analyzed. The final part of the book addresses the mathematical basis of simulation. Each chapter of the textbook concludes with an extensive set of exercises. An instructor's solution manual, in which all exercises are completely worked out, is also available (to professors only). Numerous examples illuminate the mathematical theories Carefully detailed explanations of mathematical derivations guarantee a valuable pedagogical approach Each chapter concludes with an extensive set of exercises
Probability, Markov Chains, Queues, and Simulation
Probability, Markov Chains, Queues, and Simulation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Probability, Markov Chains, Queues, and Simulation write by William J. Stewart. This book was released on 2009-07-26. Probability, Markov Chains, Queues, and Simulation available in PDF, EPUB and Kindle. Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modeling. The detailed explanations of mathematical derivations and numerous illustrative examples make this textbook readily accessible to graduate and advanced undergraduate students taking courses in which stochastic processes play a fundamental role. The textbook is relevant to a wide variety of fields, including computer science, engineering, operations research, statistics, and mathematics. The textbook looks at the fundamentals of probability theory, from the basic concepts of set-based probability, through probability distributions, to bounds, limit theorems, and the laws of large numbers. Discrete and continuous-time Markov chains are analyzed from a theoretical and computational point of view. Topics include the Chapman-Kolmogorov equations; irreducibility; the potential, fundamental, and reachability matrices; random walk problems; reversibility; renewal processes; and the numerical computation of stationary and transient distributions. The M/M/1 queue and its extensions to more general birth-death processes are analyzed in detail, as are queues with phase-type arrival and service processes. The M/G/1 and G/M/1 queues are solved using embedded Markov chains; the busy period, residual service time, and priority scheduling are treated. Open and closed queueing networks are analyzed. The final part of the book addresses the mathematical basis of simulation. Each chapter of the textbook concludes with an extensive set of exercises. An instructor's solution manual, in which all exercises are completely worked out, is also available (to professors only). Numerous examples illuminate the mathematical theories Carefully detailed explanations of mathematical derivations guarantee a valuable pedagogical approach Each chapter concludes with an extensive set of exercises
Probability, Markov Chains, Queues, and Simulation
Probability, Markov Chains, Queues, and Simulation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Probability, Markov Chains, Queues, and Simulation write by . This book was released on 2009. Probability, Markov Chains, Queues, and Simulation available in PDF, EPUB and Kindle.
Markov Chains
Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Chains write by Pierre Bremaud. This book was released on 2013-03-09. Markov Chains available in PDF, EPUB and Kindle. Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
Markov Chains
Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Chains write by Pierre Brémaud. This book was released on 2020-05-23. Markov Chains available in PDF, EPUB and Kindle. Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
