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Ditemukan 162 dokumen yang sesuai dengan query
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Protter, Philip E.
Berlin: Springer-Verlag, 1992
519.2 PRO s
Buku Teks  Universitas Indonesia Library
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Srinavasan, S.K.
New Delhi: Tata McGraw-Hill, 1988
519.2 SRI s
Buku Teks  Universitas Indonesia Library
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Lin, Y.K.
New York: McGraw-Hill,, 1995
624.17 LIN p
Buku Teks  Universitas Indonesia Library
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Borovkov, Konstantin
Abstrak :
This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a one-semester course for third-year science and actuarial students at the University of Melbourne. It reviewed the basics of probability theory and then covered the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. The present edition adds new chapters on elements of stochastic calculus and introductory mathematical finance that logically complement the topics chosen for the first edition. This makes the book suitable for a larger variety of university courses presenting the fundamentals of modern stochastic modelling. Instead of rigorous proofs we often give only sketches of the arguments, with indications as to why a particular result holds and also how it is related to other results, and illustrate them by examples. Wherever possible, the book includes references to more specialised texts on respective topics that contain both proofs and more advanced material. Readership: Advanced undergraduates, graduate students, lecturers and researchers in mathematics, statistics, actuarial sciences and economics.
New Jersey: World Scientific, 2014
519.23 BOR e
Buku Teks  Universitas Indonesia Library
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Lifshits, Mikhail
Abstrak :
This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compound Poisson, infinitely divisible and stable distributions and processes. Next, it illustrates general concepts by handling a transparent but rich example of a "teletraffic model". A minor tuning of a few parameters of the model leads to different workload regimes, including Wiener process, fractional Brownian motion and stable Levy process. The simplicity of the dependence mechanism used in the model enables us to get a clear understanding of long and short range dependence phenomena. The model also shows how light or heavy distribution tails lead to continuous Gaussian processes or to processes with jumps in the limiting regime. Finally, in this volume, readers will find discussions on the multivariate extensions that admit a variety of completely different applied interpretations.
New Jersey: WSPC, 2014
519.2 LIF r
Buku Teks  Universitas Indonesia Library
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Zili, Mounir, editor
Abstrak :
Selected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathematical Physics” research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few. As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes.
Berlin: [Springer-Verlag, ], 2012
e20419577
eBooks  Universitas Indonesia Library
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Kaj, Ingemar
Abstrak :
Mathematical methods based on the theory of stochastic processes have long been used effectively in telephone traffic modeling. Today's modern network traffic, which is distinctly different from traditional voice traffic, generates challenging mathematical and statistical problems. Stochastic Modeling in Broadband Communications Systems provides a concise overview of stochastic models and mathematical techniques for solving these problems and enhances readers' overall understanding of communication systems. The book also presents an excellent introduction, particularly for students and professionals in probability and applied mathematics, to a huge area of interesting problems and models arising from modern developments in broadband channel transmission systems. The author's clear presentation is based on sound mathematical reasoning, and he has taken special care to make the material easily accessible to readers unable to devote hours of time on rigorous mathematical detail and generality. Topics include models ranging over different time scales of calls, bursts, and cells; different protocol layers for transport, control, and applications; mechanisms for queuing, collisions, delay, and loss; and the effects of buffering, retransmission, multiplexing, and traffic control. Comprehensive exercises are provided at the end of each chapter.
Philadelphia: Society for Industrial and Applied Mathematics, 2002
e20448893
eBooks  Universitas Indonesia Library
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Prakasa Rao, B.L.S.
Boston: Academic Press , 1992
519.24 PRA i
Buku Teks  Universitas Indonesia Library
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Viniotis, Yannis
Singapore: McGraw-Hill, 1998
519.2 VIN p
Buku Teks  Universitas Indonesia Library
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