Probability Markov Chains Queues and Simulation The Mathematical Basis of Performance Modeling 1st Edition by William J Stewart ISBN 0691140626 9780691140629

Probability Markov Chains Queues and Simulation The Mathematical Basis of Performance Modeling 1st Edition by William J. Stewart  – Ebook PDF Instant Download/Delivery: 0691140626, 9780691140629

Full download Probability Markov Chains Queues and Simulation The Mathematical Basis of Performance Modeling 1st Edition after payment

 

Product details:

ISBN 10: 0691140626

ISBN 13: 9780691140629 

Author: William J. Stewart 

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

Table of contents:

I. Probability

1. Probability
2. Combinatorics—The Art of Counting
3. Random Variables and Distribution Functions
4. Joint and Conditional Distributions
5. Expectations and More
6. Discrete Distribution Functions
7. Continuous Distribution Functions
8. Bounds and Limit Theorems

II. Markov Chains
9. Discrete- and Continuous-Time Markov Chains
10. Numerical Solution of Markov Chains

III. Queueing Models
11. Elementary Queueing Theory
12. Queues with Phase-Type Laws: Neuts’ Matrix-Geometric Method
13. The z-Transform Approach to Solving Markovian Queues
14. The M/G/1 and G/M/1 Queues
15. Queueing Networks

IV. Simulation
16. Some Probabilistic and Deterministic Applications of Random Numbers
17. Uniformly Distributed “Random” Numbers
18. Nonuniformly Distributed “Random” Numbers
19. Implementing Discrete-Event Simulations
20. Simulation Measurements and Accuracy

People also search for:

probability markov chains queues and simulation
    
probability markov chains queues and simulation pdf
    
what is markov chain in probability
    
markov chain in statistics
    
probabilistic markov model

Tags: William J Stewart, Probability, Markov Chains, Queues, Simulation, Mathematical Basis, Performance Modeling