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Adventures In Stochastic Processes


Adventures In Stochastic Processes
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Adventures In Stochastic Processes


Adventures In Stochastic Processes
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Author : Sidney I. Resnick
language : en
Publisher: Springer Science & Business Media
Release Date : 1992-09-03

Adventures In Stochastic Processes written by Sidney I. Resnick and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-09-03 with Mathematics categories.


Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.



Adventures In Stochastic Processes


Adventures In Stochastic Processes
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Author : Sidney I. Resnick
language : en
Publisher:
Release Date : 2014-09-12

Adventures In Stochastic Processes written by Sidney I. Resnick and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-12 with categories.




Adventures In Stochastic Processes


Adventures In Stochastic Processes
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Author : Sidney I. Resnick
language : en
Publisher:
Release Date : 1992-01-01

Adventures In Stochastic Processes written by Sidney I. Resnick and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-01-01 with Procesos estocásticos categories.




Classical And Spatial Stochastic Processes


Classical And Spatial Stochastic Processes
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Author : Rinaldo B. Schinazi
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Classical And Spatial Stochastic Processes written by Rinaldo B. Schinazi and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.


This book is intended as a text for a first course in stochastic processes at the upper undergraduate or graduate levels, assuming only that the reader has had a serious calculus course-advanced calculus would even be better-as well as a first course in probability (without measure theory). In guiding the student from the simplest classical models to some of the spatial models, currently the object of considerable research, the text is aimed at a broad audience of students in biology, engineering, mathematics, and physics. The first two chapters deal with discrete Markov chains-recurrence and tran sience, random walks, birth and death chains, ruin problem and branching pro cesses-and their stationary distributions. These classical topics are treated with a modem twist: in particular, the coupling technique is introduced in the first chap ter and is used throughout. The third chapter deals with continuous time Markov chains-Poisson process, queues, birth and death chains, stationary distributions. The second half of the book treats spatial processes. This is the main difference between this work and the many others on stochastic processes. Spatial stochas tic processes are (rightly) known as being difficult to analyze. The few existing books on the subject are technically challenging and intended for a mathemat ically sophisticated reader. We picked several interesting models-percolation, cellular automata, branching random walks, contact process on a tree-and con centrated on those properties that can be analyzed using elementary methods.



Mathematical Principles Of The Internet Two Volume Set


Mathematical Principles Of The Internet Two Volume Set
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Author : Nirdosh Bhatnagar
language : en
Publisher: CRC Press
Release Date : 2019-03-18

Mathematical Principles Of The Internet Two Volume Set written by Nirdosh Bhatnagar and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-18 with Computers categories.


This two-volume set on Mathematical Principles of the Internet provides a comprehensive overview of the mathematical principles of Internet engineering. The books do not aim to provide all of the mathematical foundations upon which the Internet is based. Instead, these cover only a partial panorama and the key principles. Volume 1 explores Internet engineering, while the supporting mathematics is covered in Volume 2. The chapters on mathematics complement those on the engineering episodes, and an effort has been made to make this work succinct, yet self-contained. Elements of information theory, algebraic coding theory, cryptography, Internet traffic, dynamics and control of Internet congestion, and queueing theory are discussed. In addition, stochastic networks, graph-theoretic algorithms, application of game theory to the Internet, Internet economics, data mining and knowledge discovery, and quantum computation, communication, and cryptography are also discussed. In order to study the structure and function of the Internet, only a basic knowledge of number theory, abstract algebra, matrices and determinants, graph theory, geometry, analysis, optimization theory, probability theory, and stochastic processes, is required. These mathematical disciplines are defined and developed in the books to the extent that is needed to develop and justify their application to Internet engineering.



Advances In Queueing Theory Methods And Open Problems


Advances In Queueing Theory Methods And Open Problems
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Author : Jewgeni H. Dshalalow
language : en
Publisher: CRC Press
Release Date : 2023-07-21

Advances In Queueing Theory Methods And Open Problems written by Jewgeni H. Dshalalow and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-21 with Business & Economics categories.


The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.



Mathematical Principles Of The Internet Volume 2


Mathematical Principles Of The Internet Volume 2
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Author : Nirdosh Bhatnagar
language : en
Publisher: CRC Press
Release Date : 2018-11-21

Mathematical Principles Of The Internet Volume 2 written by Nirdosh Bhatnagar and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-21 with Computers categories.


This two-volume set on Mathematical Principles of the Internet provides a comprehensive overview of the mathematical principles of Internet engineering. The books do not aim to provide all of the mathematical foundations upon which the Internet is based. Instead, they cover a partial panorama and the key principles. Volume 1 explores Internet engineering, while the supporting mathematics is covered in Volume 2. The chapters on mathematics complement those on the engineering episodes, and an effort has been made to make this work succinct, yet self-contained. Elements of information theory, algebraic coding theory, cryptography, Internet traffic, dynamics and control of Internet congestion, and queueing theory are discussed. In addition, stochastic networks, graph-theoretic algorithms, application of game theory to the Internet, Internet economics, data mining and knowledge discovery, and quantum computation, communication, and cryptography are also discussed. In order to study the structure and function of the Internet, only a basic knowledge of number theory, abstract algebra, matrices and determinants, graph theory, geometry, analysis, optimization theory, probability theory, and stochastic processes, is required. These mathematical disciplines are defined and developed in the books to the extent that is needed to develop and justify their application to Internet engineering.



Renewal Theory For Perturbed Random Walks And Similar Processes


Renewal Theory For Perturbed Random Walks And Similar Processes
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Author : Alexander Iksanov
language : en
Publisher: Birkhäuser
Release Date : 2016-12-09

Renewal Theory For Perturbed Random Walks And Similar Processes written by Alexander Iksanov and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-09 with Mathematics categories.


This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques and methods that have been worked out in the last decade. The first chapter is devoted to perturbed random walks and discusses their asymptotic behavior and various functionals pertaining to them, including supremum and first-passage time. The second chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both with and without scaling. Chapters four and five address branching random walks and the Bernoulli sieve, respectively, and their connection to the results of the previous chapters. With many motivating examples, this book appeals to both theoretical and applied probabilists.



Operations Research Models And Methods


Operations Research Models And Methods
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Author : Paul A. Jensen
language : en
Publisher: John Wiley & Sons
Release Date : 2002-10-08

Operations Research Models And Methods written by Paul A. Jensen and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-10-08 with Technology & Engineering categories.


In a rapidly developing field like Operations Research, its easy to get overwhelmed by the variety of topics and analytic techniques. Paul Jensen and Jonathan Bard help you master the expensive field by focusing on the fundamental models and methodologies underlying the practice of Operations Research. Bridging the gap between theory and practice, the author presents the quantitative tools and models most important to understanding modern operations research. You'll come to appreciate the power of OR techniques in solving real-world problems and applications in your own field. You'll learn how to translate complex situations into mathematical models, solve models and turn models into solutions. This text is designed to bridge the gap between theory and practice by presenting the quantitative tools and models most suited for modern operations research. The principal goal is to give analysts, engineers, and decision makers a larger appreciation of their roles by defining a common terminology and by explaining the interfaces between the underlying methodologies. Features Divides each subject into methods and models, giving you greater flexibility in how you approach the material. Concise and focused presentation highlights central ideas. Many examples throughout the text will help you better understand mathematical material.



Reliability And Life Cycle Analysis Of Deteriorating Systems


Reliability And Life Cycle Analysis Of Deteriorating Systems
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Author : Mauricio Sánchez-Silva
language : en
Publisher: Springer
Release Date : 2015-11-27

Reliability And Life Cycle Analysis Of Deteriorating Systems written by Mauricio Sánchez-Silva and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-27 with Technology & Engineering categories.


This book compiles and critically discusses modern engineering system degradation models and their impact on engineering decisions. In particular, the authors focus on modeling the uncertain nature of degradation considering both conceptual discussions and formal mathematical formulations. It also describes the basics concepts and the various modeling aspects of life-cycle analysis (LCA). It highlights the role of degradation in LCA and defines optimum design and operation parameters. Given the relationship between operational decisions and the performance of the system’s condition over time, maintenance models are also discussed. The concepts and models presented have applications in a large variety of engineering fields such as Civil, Environmental, Industrial, Electrical and Mechanical engineering. However, special emphasis is given to problems related to large infrastructure systems. The book is intended to be used both as a reference resource for researchers and practitioners and as an academic text for courses related to risk and reliability, infrastructure performance modeling and life-cycle assessment.