rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Basics of Applied Stochastic Processes
  name:
    name part: Serfozo, Richard.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2009
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XIV, 443 p. online resource.
  abstract: 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. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes. Intended readers are researchers and graduate students in mathematics, statistics, operations research, computer science, engineering, and business.
  table of contents: Markov Chains -- Renewal and Regenerative Processes -- Poisson Processes -- Continuous-Time Markov Chains -- Brownian Motion.
  note: by Richard Serfozo.
  subject:
    topic: Mathematics
  subject:
    topic: Mathematical models
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Mathematical Modeling and Industrial Mathematics
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Probability and Its Applications
  identifier: 9783540893325
  identifier: http://dx.doi.org/10.1007/978-3-540-89332-5
  record info:
    record creation date: 100301
    record change date: 20151204155255.0
    record identifier: 978-3-540-89332-5