Introduction to Stochastic Models

Introduction to Stochastic Models

by Roe Goodman

Paperback(2nd ed.)

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Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Using both computer simulations and mathematical models of random events, it comprises numerous applications to the physical and biological sciences, engineering, and computer science.
Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, and the Poisson process. Additional topics encompass continuous-time stochastic processes, birth and death processes, steady-state probabilities, general queuing systems, and renewal processes. Each section features worked examples, and exercises appear at the end of each chapter, with numerical solutions at the back of the book. Suggestions for further reading in stochastic processes, simulation, and various applications also appear at the end.

Product Details

ISBN-13: 9780486450377
Publisher: Dover Publications
Publication date: 04/21/2006
Series: Dover Books on Mathematics Series
Edition description: 2nd ed.
Pages: 368
Product dimensions: 6.00(w) x 9.10(h) x 0.80(d)

Table of Contents

1. Sample Spaces
2. Probabilities
3. Distributions and Expectations of Random Variables
4. Joint Distributions of Random Variables
5. Conditional Expectations
6. Markov Chains
7. The Poisson Process
8. Continuous-Time Stochastic Process
9. Birth and Death Process
10. Steady-State Probabilities
11. General Queuing Systems
12. Renewing Processes
Suggestions for Further Reading
Numerical Solutions to Selected Exercises

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