This practical and accessible text enables readers from engineering, business, operations research, public policy and computer science to analyze stochastic systems. Emphasizing the modeling of real-life situations with stochastic elements and analyzing the resulting stochastic model, it presents the major cases of useful stochastic processes-discrete and continuous time Markov chains, renewal processes, regenerative processes, and Markov regenerative processes.The author provides reader-friendly yet rigorous coverage. He follows a set pattern of development for each class of stochastic processes and introduces Markov chains before renewal processes, so that readers can begin modeling systems early. He demonstrates both numerical and analytical solution methods in detail and dedicates a separate chapter to queueing applications.Modeling and Analysis of Stochastic Systems includes numerous worked examples and exercises, conveniently categorized as modeling, computational, or conceptual and making difficult concepts easy to grasp. Taking a practical approach to working with stochastic models, this book helps readers to model and analyze the increasingly complex and interdependent systems made possible by recent advances.
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I used this book in a graduate course on Stochastic processes. It has concentrated on the modeling aspect a lot. But if you lack a little basics or aren't comfortable with the Probability & Statistics, you would have to study them first and then acquire this. This book takes it for granted that you are thorough with your basics.
评分好吧，五月讀完的第一本書是這貨……而且真是字斟句酌地讀完瞭。可說的故事也算是不少，本來要是根紅苗正走統計路綫的話就沒必要讀它瞭，不過誤打誤撞選瞭stochastic modeling這門課又誤打誤撞續瞭第二學期，盡管最後依然不會考這門的CWE，轉瞭一圈又迴到瞭統計的路上。第一學期是土耳其萌神Ziya教，第二學期是作者本人Kulkarni教，編排還不錯可惜徹底是為運籌設計的一套體係，所以以後不會繼續深入學的話可能有些知識很快就忘掉瞭。這本書另一個很神奇的地方是typo極多，用的第二版，修訂的錯誤少說有兩百個吧，沒發現的地方還有更多……考完瞭這科的期末，打印齣的電子版裝瞭滿滿兩個文件夾（並不是什麼值得效仿的事），這本書也算是陪我度過瞭在北卡的第一個學年吧。
评分I used this book in a graduate course on Stochastic processes. It has concentrated on the modeling aspect a lot. But if you lack a little basics or aren't comfortable with the Probability & Statistics, you would have to study them first and then acquire this. This book takes it for granted that you are thorough with your basics.
评分好吧，五月讀完的第一本書是這貨……而且真是字斟句酌地讀完瞭。可說的故事也算是不少，本來要是根紅苗正走統計路綫的話就沒必要讀它瞭，不過誤打誤撞選瞭stochastic modeling這門課又誤打誤撞續瞭第二學期，盡管最後依然不會考這門的CWE，轉瞭一圈又迴到瞭統計的路上。第一學期是土耳其萌神Ziya教，第二學期是作者本人Kulkarni教，編排還不錯可惜徹底是為運籌設計的一套體係，所以以後不會繼續深入學的話可能有些知識很快就忘掉瞭。這本書另一個很神奇的地方是typo極多，用的第二版，修訂的錯誤少說有兩百個吧，沒發現的地方還有更多……考完瞭這科的期末，打印齣的電子版裝瞭滿滿兩個文件夾（並不是什麼值得效仿的事），這本書也算是陪我度過瞭在北卡的第一個學年吧。
评分I used this book in a graduate course on Stochastic processes. It has concentrated on the modeling aspect a lot. But if you lack a little basics or aren't comfortable with the Probability & Statistics, you would have to study them first and then acquire this. This book takes it for granted that you are thorough with your basics.
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