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An Introduction to Stochastic Modeling
Samuel Karlin, Howard Taylor
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Third Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.
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