Pinsky, Mark A., 1940-

An introduction to stochastic modeling / Mark A. Pinsky, Samuel Karlin. - 4th ed. - xiv, 563 pages : illustrations ; 24 cm.

'Academic Press is an imprint of Elsevier.'--Title page verso.

Includes bibliographical references (pages 541-542) and index.

Introduction -- Conditional probability and conditional expectation -- Markov chains: introduction -- Long run behavior of Markov chains -- Poisson processes -- Continuous time Markov chains -- Renewal phenomena -- Brownian motion and related processes -- Queueing systems -- Random evolutions -- Characteristic functions and their applications. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11.

9780123814166 RM431.78 0123814162


Stochastic processes.