Modeling and Analysis of Stochastic Systems
«
"The third edition of Modeling and Analysis of Stochastic Systems remains an excellent book for a graduate-level study of stochastic processes. The aim of the book is modeling with stochastic elements in practical settings and analysis of the resulting stochastic model. The target audience is quantitative disciplines such as operations research, statistics, computer science, economics, and others where the book is well positioned, since it is application-driven and does not require measure theoretic probability. … The numerous exercises, separated into modeling, computational, and conceptual classes, are a strength of this text. The author also notes that most come from his own homework and exams, making them a valuable resource."
»
—James M. Flegal, University of California, Riverside, in Journal of the American Statistical Association, January 2018
Building on the author's more than 35 years of teaching experience, Modeling and Analysis of Stochastic Systems, Third Edition, covers the most important classes of stochastic processes used in the modeling of diverse systems. Les mer
Detaljer
- Forlag
- Chapman & Hall/CRC
- Språk
- Engelsk
- ISBN
- 9781498756723
- Utgave
- 3. utg.
- Utgivelsesår
- 2016
Anmeldelser
«
"The third edition of Modeling and Analysis of Stochastic Systems remains an excellent book for a graduate-level study of stochastic processes. The aim of the book is modeling with stochastic elements in practical settings and analysis of the resulting stochastic model. The target audience is quantitative disciplines such as operations research, statistics, computer science, economics, and others where the book is well positioned, since it is application-driven and does not require measure theoretic probability. … The numerous exercises, separated into modeling, computational, and conceptual classes, are a strength of this text. The author also notes that most come from his own homework and exams, making them a valuable resource."
»
—James M. Flegal, University of California, Riverside, in Journal of the American Statistical Association, January 2018