Pinsky, Mark A.

An introduction to stochastic modeling / Mark A. Pinsky, Samuel Karlin - 4th ed. - London: Elsevier, 2011. - x, 563 p.: ill.

Includes index.

Contents: Introduction -- Conditional Probability and Conditional Expectation -- Markov Chains: Introduction -- The Long Run Behavior of Markov Chains -- Poisson Processes -- Continuous Time Markov Chains -- Renewal Phenomena -- Brownian Motion and Related Processes -- Queuing Systems -- Random Evolutions -- Characteristic Functions and Their Applications

Introduces students to the standard concepts and methods of stochastic modeling, to illustrate the diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.

978023814166

QA274.2.P65