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Modeling and Analysis of Stochastic Systems. 3rd edition.
・ISBN 978-1-4987-5661-7 2016 hard GB£ 145.99
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・ISBN 978-0-367-73679-8 2020 paper GB£ 47.99
￥15,203.- (税込) ※（※）価格はご注文時の参考価格となります。
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-315-36791-0
| 著者・編者 | Kulkarni, Vidyadhar G., |
|---|---|
| シリーズ | Chapman & Hall/CRC Texts in Statistical Science |
| 出版社 | (Chapman & Hall/CRC, US) |
| ページ数 | 608 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-12070＞ |
解説
Building on the author's more than 35 years of teaching experience, Modeling and Analysis of Stochastic Systems, Third Edition, covers the most important classes of stochastic processes used in the modeling of diverse systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage times, and cost/reward models.
The third edition has been updated with several new applications, including the Google search algorithm in discrete time Markov chains, several examples from health care and finance in continuous time Markov chains, and square root staffing rule in Queuing models. More than 50 new exercises have been added to enhance its use as a course text or for self-study. The sequence of chapters and exercises has been maintained between editions, to enable those now teaching from the second edition to use the third edition.
Rather than offer special tricks that work in specific problems, this book provides thorough coverage of general tools that enable the solution and analysis of stochastic models. After mastering the material in the text, readers will be well-equipped to build and analyze useful stochastic models for real-life situations.