An Introduction to Stochastic Modeling, 4th Edition
By Mark Pinsky Samuel Karlin
584 pages
Trim Size 6 1/8 X 9 1/5 in
Copyright 2011
USD 99.95T, Hardcover
New to this edition:
•Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications
•Plentiful, completely updated problems
•Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers
•New chapters of stochastic differential equations and Brownian motion and related processes
•Additional sections on Martingale and Poisson process
Table of 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
Queueing Systems
Random Evolutions
Characteristic Functions and Their Applications