Basics of Applied Stochastic Processes - Couverture souple

Serfozo, Richard

9783642430435: Basics of Applied Stochastic Processes

Couverture souple

ISBN 10 : 3642430430 ISBN 13 : 9783642430435

Editeur : Springer, 2014

Afficher les exemplaires de cette �dition comportant l?ISBN

1 D'occasion

De EUR 189,77

8 Neuf

De EUR 109,83

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.

Les informations fournies dans la section � Synopsis � peuvent faire r�f�rence � une autre �dition de ce titre.

Pr�sentation de l'�diteur

This book gives an in-depth description of the structure and basic properties of the following stochastic processes commonly used in applications: Markov chains and continues time, renewal and regenerative processes, Poisson processes and Brownian motion.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

�diteur: Springer
Date d'�dition: 2014
Langue: anglais
ISBN 10: 3642430430
ISBN 13: 9783642430435
Reliure: Broch�
Nombre de pages: 460
Coordonn�es du fabricant: non disponible

Acheter D'occasion

�tat : Comme neuf

Like New

Afficher cet article

EUR 189,77

Autre devise

EUR 28,97 exp�dition depuis Royaume-Uni vers France

Destinations, frais et d�lais

Ajouter au panier

Acheter neuf

Afficher cet article

EUR 109,83

Autre devise

EUR 9,70 exp�dition depuis Allemagne vers France

Destinations, frais et d�lais

Ajouter au panier

R�sultats de recherche pour Basics of Applied Stochastic Processes

Image fournie par le vendeur

Basics of Applied Stochastic Processes

Richard Serfozo

Edit� par Springer Berlin Heidelberg, 2014

ISBN 10 : 3642430430 ISBN 13 : 9783642430435

Neuf Couverture souple

impression � la demande

Vendeur : moluna, Greven, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 processe. N� de r�f. du vendeur 11800893

Contacter le vendeur

Acheter neuf

EUR 109,83

Autre devise

Frais de port : EUR 9,70

De Allemagne vers France

Destinations, frais et d�lais

Quantit� disponible : Plus de 20 disponibles

Ajouter au panier

Image fournie par le vendeur

Basics of Applied Stochastic Processes

Richard Serfozo

Edit� par Springer Berlin Heidelberg, 2014

ISBN 10 : 3642430430 ISBN 13 : 9783642430435

Neuf Taschenbuch

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N� de r�f. du vendeur 9783642430435

Contacter le vendeur

Acheter neuf

EUR 128,39

Autre devise

Frais de port : EUR 10,99

De Allemagne vers France

Destinations, frais et d�lais

Quantit� disponible : 1 disponible(s)

Ajouter au panier

Image fournie par le vendeur

Basics of Applied Stochastic Processes

Richard Serfozo

Edit� par Springer Berlin Heidelberg Nov 2014, 2014

ISBN 10 : 3642430430 ISBN 13 : 9783642430435

Neuf Taschenbuch

impression � la demande

Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 460 pp. Englisch. N� de r�f. du vendeur 9783642430435

Contacter le vendeur

Acheter neuf

EUR 128,39

Autre devise

Frais de port : EUR 11

De Allemagne vers France

Destinations, frais et d�lais

Quantit� disponible : 2 disponible(s)

Ajouter au panier

Image fournie par le vendeur

Basics of Applied Stochastic Processes

Richard Serfozo

Edit� par Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2014, 2014

ISBN 10 : 3642430430 ISBN 13 : 9783642430435

Neuf Taschenbuch

Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 460 pp. Englisch. N� de r�f. du vendeur 9783642430435

Contacter le vendeur