Modeling and Analysis of Stochastic Systems, Second Edition (Chapman & Hall/CRC Texts in Statistical Science) 2nd Edition by Vidyadhar G. Kulkarni (PDF)

Description

Based on the author’s more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage times, and cost/reward models. Along with reorganizing the material, this edition revises and adds new exercises and examples. New to the second edition: a new chapter on diffusion processes that gives an accessible and non-measure-theoretic treatment with applications to finance; a more streamlined, application-oriented approach to renewal, regenerative, and Markov regenerative processes; and, two appendices that collect relevant results from analysis and differential and difference equations. Rather than offer special tricks that work in specific problems, this book provides thorough coverage of general tools that enable the solution and analysis of stochastic models. After mastering the material in the text, students will be well-equipped to build and analyze useful stochastic models for various situations. A collection of MATLAB[registered]-based programs can be downloaded from the author’s website and a solutions manual is available for qualifying instructors.

User’s Reviews

Editorial Reviews: Review This book is written by a well-experienced scientist and teacher. The material is carefully chosen and presented in a systematic way, starting with the basics and reaching more advanced topics. ? It is very useful to see a large number of examples worked out in detail. Thus, besides university courses, the book can be successfully used for self-education. ? This book is a good example of how to write on sophisticated topics about stochastic processes without involving the heavy measure theoretic machinery. Another advantage of the book is the application-oriented approach that is followed by the author. ? This book can be strongly recommended for introductory, intermediate or advanced university courses on stochastic processes. Both students and their teachers may benefit considerably from it.?Journal of the Royal Statistical Society: Series A, July 2011? an accessible, well paced, and very nicely presented book. The publishers are also to be commended on its nice production: About the Author Vidyadhar G. Kulkarni is a Norman Johnson Professor in the Department of Statistics and Operations Research at the University of North Carolina at Chapel Hill.

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐Good work for engineering. Pretty easy to follow. Needs a text on matrix manipulation to compliment, however. This text isn’t self-contained.

⭐It was an excellent book in a very good condition and close to a new one.

⭐this book is complex and sucks

⭐Good

⭐This is a very good book, but it appears a lot of the above reviewers seem to be confused by its complexity. This is an advanced undergrad/early grad level textbook. Kulkarni has a blue-cover book that is an “Introduction” to Modeling and Analysis of Stochastic Systems that is more designed for your typical undergrad.So, before complaining about the complexity, keep in mind whether you get the correct book or not!

⭐This is a good book. It has concentrated on the modeling aspect a lot. But if you lack a little basics or aren’t comfortable with the Probability & Statistics, you would have to study them first and then acquire this. This book takes it for granted that you are thorough with your basics.Therefore for students who performed average in prob& statistics, get your basics done before taking this up.But trust me, this is a good book about Stochastic processes.

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