Stochastic Modeling, Analysis and Simulation
| Author | : | |
| Rating | : | 4.76 (592 Votes) |
| Asin | : | 0070462135 |
| Format Type | : | paperback |
| Number of Pages | : | 321 Pages |
| Publish Date | : | 2013-12-23 |
| Language | : | English |
DESCRIPTION:
Nelson covers sample paths, basics, arrival-counting processes, discrete-time processes, continuous time processes, queueing processes and topics in simulation of stochastic processes.
Edward Williams said A Thorough and Motivating Discussion of Stochastic Modeling. After an introductory review of basic statistics, Professor Nelson does a superb job of leading the reader to a complete understanding of Markov chains, motivated by definition and discussion of Poisson processes. The difficult topic of stationarity is treated with exceptional clarity. Additionally, the author's care in categorizing the states of Markov chains (e.g., transient, recurrent, periodic, aperiodic, etc.) is commendably superb. Each chapter begins with a practical "workaday" . An Excellent book that combines theory and practice A Customer This is a book that takes you through the stochastic processes easy and step by step leading you to a greater knowledge of a complicated issue.