Probability Markov Chains Queues

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Probability, Markov Chains, Queues, and Simulation

Author : William J. Stewart
Publisher : Princeton University Press
ISBN 13 : 1400832810
Total Pages : 777 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Probability, Markov Chains, Queues, and Simulation by : William J. Stewart

Download or read book Probability, Markov Chains, Queues, and Simulation written by William J. Stewart and published by Princeton University Press. This book was released on 2009-07-06 with total page 777 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modeling. The detailed explanations of mathematical derivations and numerous illustrative examples make this textbook readily accessible to graduate and advanced undergraduate students taking courses in which stochastic processes play a fundamental role. The textbook is relevant to a wide variety of fields, including computer science, engineering, operations research, statistics, and mathematics. The textbook looks at the fundamentals of probability theory, from the basic concepts of set-based probability, through probability distributions, to bounds, limit theorems, and the laws of large numbers. Discrete and continuous-time Markov chains are analyzed from a theoretical and computational point of view. Topics include the Chapman-Kolmogorov equations; irreducibility; the potential, fundamental, and reachability matrices; random walk problems; reversibility; renewal processes; and the numerical computation of stationary and transient distributions. The M/M/1 queue and its extensions to more general birth-death processes are analyzed in detail, as are queues with phase-type arrival and service processes. The M/G/1 and G/M/1 queues are solved using embedded Markov chains; the busy period, residual service time, and priority scheduling are treated. Open and closed queueing networks are analyzed. The final part of the book addresses the mathematical basis of simulation. Each chapter of the textbook concludes with an extensive set of exercises. An instructor's solution manual, in which all exercises are completely worked out, is also available (to professors only). Numerous examples illuminate the mathematical theories Carefully detailed explanations of mathematical derivations guarantee a valuable pedagogical approach Each chapter concludes with an extensive set of exercises

Probability, Markov Chains, Queues, and Simulation

Author : William J. Stewart
Publisher : Princeton University Press
ISBN 13 : 0691140626
Total Pages : 778 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis Probability, Markov Chains, Queues, and Simulation by : William J. Stewart

Download or read book Probability, Markov Chains, Queues, and Simulation written by William J. Stewart and published by Princeton University Press. This book was released on 2009-07-26 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modeling. The detailed explanations of mathematical derivations and numerous illustrative examples make this textbook readily accessible to graduate and advanced undergraduate students taking courses in which stochastic processes play a fundamental role. The textbook is relevant to a wide variety of fields, including computer science, engineering, operations research, statistics, and mathematics. The textbook looks at the fundamentals of probability theory, from the basic concepts of set-based probability, through probability distributions, to bounds, limit theorems, and the laws of large numbers. Discrete and continuous-time Markov chains are analyzed from a theoretical and computational point of view. Topics include the Chapman-Kolmogorov equations; irreducibility; the potential, fundamental, and reachability matrices; random walk problems; reversibility; renewal processes; and the numerical computation of stationary and transient distributions. The M/M/1 queue and its extensions to more general birth-death processes are analyzed in detail, as are queues with phase-type arrival and service processes. The M/G/1 and G/M/1 queues are solved using embedded Markov chains; the busy period, residual service time, and priority scheduling are treated. Open and closed queueing networks are analyzed. The final part of the book addresses the mathematical basis of simulation. Each chapter of the textbook concludes with an extensive set of exercises. An instructor's solution manual, in which all exercises are completely worked out, is also available (to professors only). Numerous examples illuminate the mathematical theories Carefully detailed explanations of mathematical derivations guarantee a valuable pedagogical approach Each chapter concludes with an extensive set of exercises

Probability, Markov Chains, Queues, and Simulation

Author :
Publisher :
ISBN 13 : 9787510061783
Total Pages : 758 pages
Book Rating : 4.0/5 (617 download)

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Book Synopsis Probability, Markov Chains, Queues, and Simulation by :

Download or read book Probability, Markov Chains, Queues, and Simulation written by and published by . This book was released on 2009 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability, Markov Chains, Queues

Author : William J. Stewart
Publisher :
ISBN 13 : 9780691142302
Total Pages : 776 pages
Book Rating : 4.1/5 (423 download)

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Book Synopsis Probability, Markov Chains, Queues by : William J. Stewart

Download or read book Probability, Markov Chains, Queues written by William J. Stewart and published by . This book was released on 2009-09-01 with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Markov Chains

Author : Pierre Bremaud
Publisher : Springer Science & Business Media
ISBN 13 : 1475731248
Total Pages : 456 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Markov Chains by : Pierre Bremaud

Download or read book Markov Chains written by Pierre Bremaud and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.

A First Course in Probability and Markov Chains

Author : Giuseppe Modica
Publisher : John Wiley & Sons
ISBN 13 : 111847774X
Total Pages : 388 pages
Book Rating : 4.1/5 (184 download)

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Book Synopsis A First Course in Probability and Markov Chains by : Giuseppe Modica

Download or read book A First Course in Probability and Markov Chains written by Giuseppe Modica and published by John Wiley & Sons. This book was released on 2012-12-10 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides an introduction to basic structures of probability with a view towards applications in information technology A First Course in Probability and Markov Chains presents an introduction to the basic elements in probability and focuses on two main areas. The first part explores notions and structures in probability, including combinatorics, probability measures, probability distributions, conditional probability, inclusion-exclusion formulas, random variables, dispersion indexes, independent random variables as well as weak and strong laws of large numbers and central limit theorem. In the second part of the book, focus is given to Discrete Time Discrete Markov Chains which is addressed together with an introduction to Poisson processes and Continuous Time Discrete Markov Chains. This book also looks at making use of measure theory notations that unify all the presentation, in particular avoiding the separate treatment of continuous and discrete distributions. A First Course in Probability and Markov Chains: Presents the basic elements of probability. Explores elementary probability with combinatorics, uniform probability, the inclusion-exclusion principle, independence and convergence of random variables. Features applications of Law of Large Numbers. Introduces Bernoulli and Poisson processes as well as discrete and continuous time Markov Chains with discrete states. Includes illustrations and examples throughout, along with solutions to problems featured in this book. The authors present a unified and comprehensive overview of probability and Markov Chains aimed at educating engineers working with probability and statistics as well as advanced undergraduate students in sciences and engineering with a basic background in mathematical analysis and linear algebra.

Applied Probability and Queues

Author : Soeren Asmussen
Publisher : Springer Science & Business Media
ISBN 13 : 0387215255
Total Pages : 438 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Applied Probability and Queues by : Soeren Asmussen

Download or read book Applied Probability and Queues written by Soeren Asmussen and published by Springer Science & Business Media. This book was released on 2008-01-08 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS

Passage Times for Markov Chains

Author : R. Syski
Publisher : IOS Press
ISBN 13 : 9789051990607
Total Pages : 564 pages
Book Rating : 4.9/5 (96 download)

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Book Synopsis Passage Times for Markov Chains by : R. Syski

Download or read book Passage Times for Markov Chains written by R. Syski and published by IOS Press. This book was released on 1992 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c

Queueing Networks and Markov Chains

Author : Gunter Bolch
Publisher : John Wiley & Sons
ISBN 13 : 0471565253
Total Pages : 901 pages
Book Rating : 4.4/5 (715 download)

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Book Synopsis Queueing Networks and Markov Chains by : Gunter Bolch

Download or read book Queueing Networks and Markov Chains written by Gunter Bolch and published by John Wiley & Sons. This book was released on 2006-04-14 with total page 901 pages. Available in PDF, EPUB and Kindle. Book excerpt: Critically acclaimed text for computer performance analysis--now in its second edition The Second Edition of this now-classic text provides a current and thorough treatment of queueing systems, queueing networks, continuous and discrete-time Markov chains, and simulation. Thoroughly updated with new content, as well as new problems and worked examples, the text offers readers both the theory and practical guidance needed to conduct performance and reliability evaluations of computer, communication, and manufacturing systems. Starting with basic probability theory, the text sets the foundation for the more complicated topics of queueing networks and Markov chains, using applications and examples to illustrate key points. Designed to engage the reader and build practical performance analysis skills, the text features a wealth of problems that mirror actual industry challenges. New features of the Second Edition include: * Chapter examining simulation methods and applications * Performance analysis applications for wireless, Internet, J2EE, and Kanban systems * Latest material on non-Markovian and fluid stochastic Petri nets, as well as solution techniques for Markov regenerative processes * Updated discussions of new and popular performance analysis tools, including ns-2 and OPNET * New and current real-world examples, including DiffServ routers in the Internet and cellular mobile networks With the rapidly growing complexity of computer and communication systems, the need for this text, which expertly mixes theory and practice, is tremendous. Graduate and advanced undergraduate students in computer science will find the extensive use of examples and problems to be vital in mastering both the basics and the fine points of the field, while industry professionals will find the text essential for developing systems that comply with industry standards and regulations.

Markov Chains

Author : Pierre Brémaud
Publisher : Springer Nature
ISBN 13 : 3030459829
Total Pages : 557 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Markov Chains by : Pierre Brémaud

Download or read book Markov Chains written by Pierre Brémaud and published by Springer Nature. This book was released on 2020-05-23 with total page 557 pages. Available in PDF, EPUB and Kindle. Book excerpt: Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.

Probability and Statistics with Reliability, Queuing, and Computer Science Applications

Author : Kishor S. Trivedi
Publisher : John Wiley & Sons
ISBN 13 : 1119314208
Total Pages : 880 pages
Book Rating : 4.1/5 (193 download)

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Book Synopsis Probability and Statistics with Reliability, Queuing, and Computer Science Applications by : Kishor S. Trivedi

Download or read book Probability and Statistics with Reliability, Queuing, and Computer Science Applications written by Kishor S. Trivedi and published by John Wiley & Sons. This book was released on 2016-06-30 with total page 880 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible introduction to probability, stochastic processes, and statistics for computer science and engineering applications Second edition now also available in Paperback. This updated and revised edition of the popular classic first edition relates fundamental concepts in probability and statistics to the computer sciences and engineering. The author uses Markov chains and other statistical tools to illustrate processes in reliability of computer systems and networks, fault tolerance, and performance. This edition features an entirely new section on stochastic Petri nets—as well as new sections on system availability modeling, wireless system modeling, numerical solution techniques for Markov chains, and software reliability modeling, among other subjects. Extensive revisions take new developments in solution techniques and applications into account and bring this work totally up to date. It includes more than 200 worked examples and self-study exercises for each section. Probability and Statistics with Reliability, Queuing and Computer Science Applications, Second Edition offers a comprehensive introduction to probability, stochastic processes, and statistics for students of computer science, electrical and computer engineering, and applied mathematics. Its wealth of practical examples and up-to-date information makes it an excellent resource for practitioners as well. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

Applied Probability and Queues Theory

Author : Soren Asmussen
Publisher :
ISBN 13 :
Total Pages : 336 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Applied Probability and Queues Theory by : Soren Asmussen

Download or read book Applied Probability and Queues Theory written by Soren Asmussen and published by . This book was released on 1987-05-06 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: As well as combining a general account of applied probability and stochastic processes with a more specialized treatment of queueing theory, this book provides thorough coverage of the general tools of applied probability, such as Markov chains, renewal theory and regenerative processes.

Markov Chains

Author : J. R. Norris
Publisher : Cambridge University Press
ISBN 13 : 9780521633963
Total Pages : 260 pages
Book Rating : 4.6/5 (339 download)

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Book Synopsis Markov Chains by : J. R. Norris

Download or read book Markov Chains written by J. R. Norris and published by Cambridge University Press. This book was released on 1998-07-28 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.

Introduction to the Numerical Solution of Markov Chains

Author : William J. Stewart
Publisher : Princeton University Press
ISBN 13 : 0691036993
Total Pages : 561 pages
Book Rating : 4.6/5 (91 download)

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Book Synopsis Introduction to the Numerical Solution of Markov Chains by : William J. Stewart

Download or read book Introduction to the Numerical Solution of Markov Chains written by William J. Stewart and published by Princeton University Press. This book was released on 1994-12-04 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Chains -- Direct Methods -- Iterative Methods -- Projection Methods -- Block Hessenberg Matrices -- Decompositional Methods -- LI-Cyclic Markov -- Chains -- Transient Solutions -- Stochastic Automata Networks -- Software.

Markov Chains and Stochastic Stability

Author : Sean Meyn
Publisher : Cambridge University Press
ISBN 13 : 0521731828
Total Pages : 623 pages
Book Rating : 4.5/5 (217 download)

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Book Synopsis Markov Chains and Stochastic Stability by : Sean Meyn

Download or read book Markov Chains and Stochastic Stability written by Sean Meyn and published by Cambridge University Press. This book was released on 2009-04-02 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.

Probability, Stochastic Processes, and Queueing Theory

Author : Randolph Nelson
Publisher : Springer Science & Business Media
ISBN 13 : 1475724268
Total Pages : 595 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Probability, Stochastic Processes, and Queueing Theory by : Randolph Nelson

Download or read book Probability, Stochastic Processes, and Queueing Theory written by Randolph Nelson and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: We will occasionally footnote a portion of text with a "**,, to indicate Notes on the that this portion can be initially bypassed. The reasons for bypassing a Text portion of the text include: the subject is a special topic that will not be referenced later, the material can be skipped on first reading, or the level of mathematics is higher than the rest of the text. In cases where a topic is self-contained, we opt to collect the material into an appendix that can be read by students at their leisure. The material in the text cannot be fully assimilated until one makes it Notes on "their own" by applying the material to specific problems. Self-discovery Problems is the best teacher and although they are no substitute for an inquiring mind, problems that explore the subject from different viewpoints can often help the student to think about the material in a uniquely per sonal way. With this in mind, we have made problems an integral part of this work and have attempted to make them interesting as well as informative.

Stochastic Storage Processes

Author : N.U. Prabhu
Publisher : Springer Science & Business Media
ISBN 13 : 1461217423
Total Pages : 218 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Stochastic Storage Processes by : N.U. Prabhu

Download or read book Stochastic Storage Processes written by N.U. Prabhu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, L vy processes, and Markov-additive processes, in which Wiener-Hopf factorisation plays a central role. This second edition includes results for the virtual waiting time and queue length in single server queues, while the treatment of continuous time storage processes is thoroughly revised and simplified. With its prerequisite of a graduate-level course in probability and stochastic processes, this book can be used as a text for an advanced course on applied probability models.