Elements of Applied Stochastic Processes (Wiley Series in Probability and Statistics) - Hardcover

Bhat, U. Narayan

Hardcover

ISBN 10: 047187826X ISBN 13: 9780471878261

Publisher: Wiley–Blackwell, 1984

Synopsis

Fundamentals of Queueing Theory, 2nd Edition Donald Gross and Carl M. Harris A graduate text and reference treating queueing theory from the development of standard models to applications. The emphasis is on real analysis of queueing systems, applications, and problem solving. It has been brought up–to–date by modernizing older treatments. 1985 (0 471–89067–7) 475 pp. Multivariate Descriptive Analysis Correspondence Analysis and Related Techniques for Large Matrices Ludovic Lebart, Alain Morineau and Kenneth M. Warwick Presents a set of statistical methods for exploratory analysis of large date sets and categorical data. This unique approach uses graphical aspects of multidimensional scaling techniques within the context of exploratory data analysis. 1984 (0 471–86743–8) 231 pp. Introduction to Linear Regression Analysis Douglas C. Montgomery and Elizabeth A. Peck A definitive introduction to linear regression analysis covering basic topics as well as recent approaches in the field. It blends theory and application in a way that enables readers to apply regression methodology in a variety of practical settings. Many detailed examples drawn directly from various fields of engineering, physical science, and the management sciences provide clear guidance to the use of the techniques. The interface with widely available computer programs for regression analysis is illustrated throughout with numerous actual computer printouts. 1982 (0 471–05850–5) 504 pp.

About this title

About the Author

About the author U. Narayan Bhat is Professor of Statistics and Operations Research at Southern Methodist University. Dr. Bhat is the author of A Study of the Queueing Systems M/G/1 and GI/M/1, and Introduction to Operations Research Models, and the author or coauthor of more than 40 technical papers. Dr. Bhat serves as a reviewer for various professional journals and is a member of the Institute of Mathematical Statistics, The Institute of Management Sciences, the American Statistical Association, and Operations Research Society of America. His fields of interest include queueing theory, probabilistic models for computer and information systems, reliability and statistics, and applied probability and stochastic processes. Dr. Bhat earned his PhD in mathematical statistics at the University of Western Australia.

From the Inside Flap

This revised and expanded edition of Elements of Applied Stochastic Processes offers wider coverage of the applications of stochastic processes in various fields. It develops basic concepts and techniques and brings together a sampling of their uses for solving problems arising in queueing, reliability, inventory and computer communications, social and behavioral processes, and business management and time series analysis. The book can be divided into two broad sections. Chapters 1 through 9 treat the theory of Markov, renewal, and stationary processes. Chapters 10 through 21 deal with applications and include six new chapters. In addition to the incorporation of new material in all chapters, major changes in the first half include: the consolidation of the chapter on two–state Markov processes with the chapter on Finite Markov Chains; a new section on graph theoretic methods; new chapters on time–dependent and limiting behavior and on special topics and inference in finite Markov chains; the expansion of the material on stationary processes to include ergodic theorems, spectral density, and linear filters; and the addition of over 200 exercises in the first nine chapters, with answers at the end of the book. Completely new chapters in the second half of the book include: queueing networks, communication and information systems, inventory and storage processes, combat models, Markov models in biological sciences, and stochastic models in traffic flow theory and geological sciences. In addition, the chapter on time series analysis has been updated and expanded, and has been moved to the end of the book to maintain the continuity of treatment of similar models. Elements of Applied Stochastic Processes, 2nd Edition is useful as a classroom text for industrial and systems engineering, operations research, statistics, business, economics, mathematics, and computer science students. It serves as a reference for researchers who use probability models based on Markov processes, renewal processes and time series, and aids consultants who solve problems involving probability models in the societal, industrial, business, and government sectors. Additionally, the up–to–date list of references and a list of articles and books for further reading in applied areas will be a major resource for the applied scientist.

Edition details

• Publisher: Wiley–Blackwell
• Publication date: 1984
• Language: English
• ISBN 10: 047187826X
• ISBN 13: 9780471878261
• Binding: Hardcover
• Edition number: 2
• Number of pages: 704