Probabilistic Modelling

2. Auflage 2006
ISBN: 978-0-521-58530-9
Verlag: Cambridge University Press

Buch, Englisch, 233 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 390 g

Probabilistic modelling is the most cost-effective means of performance and reliability evaluation of complex dynamic systems. This self-contained text will be welcomed by students and teachers for its no-nonsense treatment of the basic results and examples of their application. The only mathematical background that is assumed is basic calculus. The necessary fundamentals of probability theory are included, as well as an introduction to renewal, Poisson and Markov processes. Models arising in the fields of manufacturing, computing and communications, involving single or multiple service stations and one or more customer classes, are examined in some detail. Both exact and approximate solution methods are discussed, including recent techniques such as spectral expansion. Special attention is devoted to models of systems subject to breakdowns and repairs. Throughout the book, strong emphasis is placed on explaining the ideas behind the results and helping the reader to use them, making the book ideal for students in computer science, engineering or operations research taking courses in modern system design.

Autoren/Hrsg.

Mitrani, I.

Mitrani, Isi

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

Preface; 1. Introduction to probability theory; 2. Arrivals and services; 3. Queueing systems: average performance; 4. Queueing networks; 5. Markov chains and processes; 6. Queues in Markovian environments; Index.