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Applied Stochastic Processes

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Author(s): Mario Lefebvre
Series: Universitext
Edition: 1
Publisher: Springer
Year: 2006

Language: English
Pages: 395

Cover......Page 1
Applied Stochastic
Processes......Page 4
ISBN-10: 0387341714......Page 5
Preface......Page 7
Contents......Page 9
List of Tables......Page 11
List of Figures......Page 12
1 Review of Probability Theory......Page 13
2 Stochastic Processes......Page 58
3 Markov Chains......Page 84
4 Diffusion Processes......Page 184
5 Poisson Processes......Page 241
6 Queueing Theory......Page 324
Appendix A: Statistical Tables......Page 366
Appendix B: Answers to Even-Numbered
Exercises......Page 372
References......Page 384
Index......Page 386