An Introduction to Stochastic Modeling 随机性模型概论

Servingasthefoundationforaone-semestercourseinstochasticprocessesforstudentsfamiliarwithelementaryprobabilitytheoryandcalculus,IntroductiontoStochasticModeling,ThirdEditionbridgesthegapbetweenbasicprobabilityandanintermediatelevelcourseinstochasticprocesses.Theobjectivesofthetextaretointroducestudentstothestandardconceptsandmethodsofstochasticmodeling,toillustratetherichdiversityofapplicationsofstochasticprocessesintheappliedsciences,andtoprovideexercisesintheapplicationofsimplestochasticanalysistorealisticproblems.Realisticapplicationsfromavarietyofdisciplinesintegratedthroughout.Plentiful,updatedandmorerigorousproblems,includingcomputer"challenges".Revisedend-of-chapterexercisessets-inall,250exerciseswithanswers.NewchapteronBrownianmotionandrelatedprocesses.AdditionalsectionsonMatingalesandPoissonprocess.Solutionsmanualavailabletoadoptinginstructors