Modeling and Analysis of Stochastic Systems (Chapman & Hall Texts in Statistical Science Series) | 
enlarge | Author: Vidyadhar G. Kulkarni Publisher: Chapman & Hall/CRC Category: Book
List Price: $99.95 Buy New: $75.96 You Save: $23.99 (24%)
New (16) Used (8) from $60.00
Rating: 5 reviews Sales Rank: 907164
Media: Hardcover Edition: 1 Pages: 634 Number Of Items: 1 Shipping Weight (lbs): 2.3 Dimensions (in): 9.4 x 6.3 x 1.6
ISBN: 0412049910 Dewey Decimal Number: 003.76 EAN: 9780412049910
Publication Date: May 15, 1996 Availability: Usually ships in 1-2 business days
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| Editorial Reviews:
Product Description This practical and accessible text enables readers from engineering, business, operations research, public policy and computer science to analyze stochastic systems. Emphasizing the modeling of real-life situations with stochastic elements and analyzing the resulting stochastic model, it presents the major cases of useful stochastic processes-discrete and continuous time Markov chains, renewal processes, regenerative processes, and Markov regenerative processes. The author provides reader-friendly yet rigorous coverage. He follows a set pattern of development for each class of stochastic processes and introduces Markov chains before renewal processes, so that readers can begin modeling systems early. He demonstrates both numerical and analytical solution methods in detail and dedicates a separate chapter to queueing applications. Modeling and Analysis of Stochastic Systems includes numerous worked examples and exercises, conveniently categorized as modeling, computational, or conceptual and making difficult concepts easy to grasp. Taking a practical approach to working with stochastic models, this book helps readers to model and analyze the increasingly complex and interdependent systems made possible by recent advances.
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| Customer Reviews:
precise, modern treatment of stochastic analysis July 4, 1996 6 out of 6 found this review helpful
The book arises from lectures at UNC-CH in a two-semester course on stochastic models. The author has exceptional precision and organization in the classroom, and this comes through in the book. Great book for teaching from, as well as learning from. This book also takes a step which more venerable texts, such as the Trivedi book or the Ross series could not -- it has computational excercises suitable for math packages like Mathematica. Thus, the student can be introduced to scientific computer literacy as well as stochastic processes. I recommend this book to anyone interested in teaching today's student, or for preparing themselves for challenges in Operations Research. The book would make an above-average reference as well. Mike Bailey Associate Professor, Naval Postgraduate School
A useful book in Probabilistic Stochastic Area February 7, 2007 Osman B. Gokcen I ve bought this book for my Stochastic class.It is usefull an consisting lots of exercises and you can even find the answers of the odd questions at the back of the book as the others.
Modeling and Analysis of Stochastic Systems November 5, 2006 Paul Rowe 0 out of 4 found this review helpful
Quick delivery but there were small scratches on the front cover.
An average book April 29, 2002 AR PSU (State College, PA United States) 5 out of 5 found this review helpful
I used this book in a graduate course on Stochastic processes. The book would rate as average or just above that as I found it to be insufficient for a start in the subject unless you were in a classroom course. It does assume some background in probabilty. Also, the explanations, while complete, are not as easy to understand as the Roos book. I also found that the examples were extremely easy as compared to the excersice problems. THis makes it tougher to 'extrapolate' and understand. It has one nice feature though- solutions to half the problems are there at the end of the book making it better for students while giving faculty leeway too. The excercises are quite comprehensive too. I'd say this is an excellent book for someone with some prior knowlede of Stochastic Processes. For a beginner, this may not be the best start.
Strictly fair text September 25, 2005 C. Price (College Park, MD) 1 out of 1 found this review helpful
This text book isn't great but it isn't awful either. There are numerous typos and mistakes in the book. The author has a list of errata on his webpage that is 7 pages long and that is only a partial list. The explaination in the book is okay and the exercises are pretty good. If you have a choice I recommend using the text by Ross for learning the material or Karlin and Taylor for reference.
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