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Stochastic Modeling, Analysis and Simulation [Hardcover]

Barry L. Nelson (Author)
5.0 out of 5 stars  See all reviews (2 customer reviews)


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Book Description

January 1, 1995 0070462135 978-0070462137
Nelson covers sample paths, basics, arrival-counting processes, discrete-time processes, continuous time processes, queueing processes and topics in simulation of stochastic processes.

Product Details

  • Hardcover: 321 pages
  • Publisher: Mcgraw-Hill College (January 1, 1995)
  • Language: English
  • ISBN-10: 0070462135
  • ISBN-13: 978-0070462137
  • Product Dimensions: 9.3 x 6.4 x 0.8 inches
  • Shipping Weight: 1.2 pounds
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (2 customer reviews)
  • Amazon Best Sellers Rank: #2,939,400 in Books (See Top 100 in Books)

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Average Customer Review
5.0 out of 5 stars (2 customer reviews)
 
 
 
 
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3 of 3 people found the following review helpful:
5.0 out of 5 stars A Thorough and Motivating Discussion of Stochastic Modeling, February 1, 2001
By 
Edward Williams (Dearborn, Michigan, USA) - See all my reviews
This review is from: Stochastic Modeling, Analysis and Simulation (Hardcover)
After an introductory review of basic statistics, Professor Nelson does a superb job of leading the reader to a complete understanding of Markov chains, motivated by definition and discussion of Poisson processes. The difficult topic of stationarity is treated with exceptional clarity. Additionally, the author's care in categorizing the states of Markov chains (e.g., transient, recurrent, periodic, aperiodic, etc.) is commendably superb. Each chapter begins with a practical "workaday" problem illustrating the value of the material in that chapter. Carefully graded exercise sets augment the reader's understanding of the material. Extreme care has been taken to keep the necessary detailed notations and subscripts standard, clear, and free of typographical errors.
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1 of 4 people found the following review helpful:
5.0 out of 5 stars An Excellent book that combines theory and practice, November 11, 1998
By A Customer
This review is from: Stochastic Modeling, Analysis and Simulation (Hardcover)
This is a book that takes you through the stochastic processes easy and step by step leading you to a greater knowledge of a complicated issue.
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