Modeling and Analysis of Stochastic Systems, Third Edition PDF
Preview Modeling and Analysis of Stochastic Systems, Third Edition
Modeling and Analysis of Stochastic Systems Third Edition CHAPMAN & HALL/CRC Texts in Statistical Science Series Series Editors Francesca Dominici, Harvard School of Public Health, USA Julian J. Faraway, University of Bath, UK Martin Tanner, Northwestern University, USA Jim Zidek, University of British Columbia, Canada Statistical Theory: A Concise Introduction Statistics for Technology: A Course in Applied F. Abramovich and Y. Ritov Statistics, Third Edition C. Chatfield Practical Multivariate Analysis, Fifth Edition A. Afifi, S. May, and V.A. Clark Analysis of Variance, Design, and Regression : Linear Modeling for Unbalanced Data, Practical Statistics for Medical Research Second Edition D.G. Altman R. Christensen Interpreting Data: A First Course in Statistics Bayesian Ideas and Data Analysis: An A.J.B. Anderson Introduction for Scientists and Statisticians R. Christensen, W. Johnson, A. Branscum, Introduction to Probability with R and T.E. Hanson K. Baclawski Modelling Binary Data, Second Edition Linear Algebra and Matrix Analysis for D. Collett Statistics S. Banerjee and A. Roy Modelling Survival Data in Medical Research, Third Edition Mathematical Statistics: Basic Ideas and D. Collett Selected Topics, Volume I, Second Edition Introduction to Statistical Methods for P. J. Bickel and K. A. Doksum Clinical Trials T.D. Cook and D.L. DeMets Mathematical Statistics: Basic Ideas and Selected Topics, Volume II Applied Statistics: Principles and Examples P. J. Bickel and K. A. Doksum D.R. Cox and E.J. Snell Analysis of Categorical Data with R Multivariate Survival Analysis and Competing C. R. Bilder and T. M. Loughin Risks Statistical Methods for SPC and TQM M. Crowder D. Bissell Statistical Analysis of Reliability Data Introduction to Probability M.J. Crowder, A.C. Kimber, J. K. Blitzstein and J. Hwang T.J. Sweeting, and R.L. Smith Bayesian Methods for Data Analysis, An Introduction to Generalized Third Edition Linear Models, Third Edition B.P. Carlin and T.A. Louis A.J. Dobson and A.G. Barnett Second Edition Nonlinear Time Series: Theory, Methods, and R. Caulcutt Applications with R Examples R. Douc, E. Moulines, and D.S. Stoffer The Analysis of Time Series: An Introduction, Sixth Edition Introduction to Optimization Methods and C. Chatfield Their Applications in Statistics B.S. Everitt Introduction to Multivariate Analysis C. Chatfield and A.J. Collins Extending the Linear Model with R: Generalized Linear, Mixed Effects and Problem Solving: A Statistician’s Guide, Nonparametric Regression Models, Second Second Edition Edition C. Chatfield J.J. Faraway Linear Models with R, Second Edition Nonparametric Methods in Statistics with SAS J.J. Faraway Applications O. Korosteleva A Course in Large Sample Theory T.S. Ferguson Modeling and Analysis of Stochastic Systems, Third Edition Multivariate Statistics: A Practical V.G. Kulkarni Approach B. Flury and H. Riedwyl Exercises and Solutions in Biostatistical Theory L.L. Kupper, B.H. Neelon, and S.M. O’Brien Readings in Decision Analysis S. French Exercises and Solutions in Statistical Theory L.L. Kupper, B.H. Neelon, and S.M. O’Brien Discrete Data Analysis with R: Visualization and Modeling Techniques for Categorical and Design and Analysis of Experiments with R Count Data J. Lawson M. Friendly and D. Meyer Design and Analysis of Experiments with SAS Markov Chain Monte Carlo: J. Lawson Stochastic Simulation for Bayesian Inference, A Course in Categorical Data Analysis Second Edition T. Leonard D. Gamerman and H.F. Lopes Statistics for Accountants Bayesian Data Analysis, Third Edition S. Letchford A. Gelman, J.B. Carlin, H.S. Stern, D.B. Dunson, Introduction to the Theory of Statistical A. Vehtari, and D.B. Rubin Inference Multivariate Analysis of Variance and H. Liero and S. Zwanzig Repeated Measures: A Practical Approach for Statistical Theory, Fourth Edition Behavioural Scientists B.W. Lindgren D.J. Hand and C.C. Taylor Stationary Stochastic Processes: Theory and Practical Longitudinal Data Analysis Applications D.J. Hand and M. Crowder G. Lindgren Logistic Regression Models Statistics for Finance J.M. Hilbe E. Lindström, H. Madsen, and J. N. Nielsen Richly Parameterized Linear Models: The BUGS Book: A Practical Introduction to Additive, Time Series, and Spatial Models Bayesian Analysis Using Random Effects D. Lunn, C. Jackson, N. Best, A. Thomas, and J.S. Hodges D. Spiegelhalter Statistics for Epidemiology Introduction to General and Generalized N.P. Jewell Linear Models Stochastic Processes: An Introduction, H. Madsen and P. Thyregod Second Edition Time Series Analysis P.W. Jones and P. Smith H. Madsen The Theory of Linear Models Pólya Urn Models B. Jørgensen H. Mahmoud Pragmatics of Uncertainty Randomization, Bootstrap and Monte Carlo J.B. Kadane Methods in Biology, Third Edition Principles of Uncertainty B.F.J. Manly J.B. Kadane Introduction to Randomized Controlled Graphics for Statistics and Data Analysis with R Clinical Trials, Second Edition K.J. Keen J.N.S. Matthews Mathematical Statistics Statistical Rethinking: A Bayesian Course with K. Knight Examples in R and Stan Introduction to Multivariate Analysis: R. McElreath Linear and Nonlinear Modeling S. Konishi Statistical Methods in Agriculture and Large Sample Methods in Statistics Experimental Biology, Second Edition P.K. Sen and J. da Motta Singer R. Mead, R.N. Curnow, and A.M. Hasted Spatio-Temporal Methods in Environmental Statistics in Engineering: A Practical Approach Epidemiology A.V. Metcalfe G. Shaddick and J.V. Zidek Statistical Inference: An Integrated Approach, Decision Analysis: A Bayesian Approach Second Edition J.Q. Smith H. S. Migon, D. Gamerman, and Analysis of Failure and Survival Data F. Louzada P. J. Smith Beyond ANOVA: Basics of Applied Statistics Applied Statistics: Handbook of GENSTAT R.G. Miller, Jr. Analyses A Primer on Linear Models E.J. Snell and H. Simpson J.F. Monahan Applied Nonparametric Statistical Methods, Applied Stochastic Modelling, Second Edition Fourth Edition B.J.T. Morgan P. Sprent and N.C. Smeeton Elements of Simulation Data Driven Statistical Methods B.J.T. Morgan P. Sprent Probability: Methods and Measurement Generalized Linear Mixed Models: A. O’Hagan Modern Concepts, Methods and Applications W. W. Stroup Introduction to Statistical Limit Theory A.M. Polansky Survival Analysis Using S: Analysis of Time-to-Event Data Applied Bayesian Forecasting and Time Series M. Tableman and J.S. Kim Analysis A. Pole, M. West, and J. Harrison Applied Categorical and Count Data Analysis W. Tang, H. He, and X.M. Tu Statistics in Research and Development, Time Series: Modeling, Computation, and Elementary Applications of Probability Theory, Inference Second Edition R. Prado and M. West H.C. Tuckwell Essentials of Probability Theory for Introduction to Statistical Inference and Its Statisticians Applications with R M.A. Proschan and P.A. Shaw M.W. Trosset Introduction to Statistical Process Control Understanding Advanced Statistical Methods P. Qiu P.H. Westfall and K.S.S. Henning Sampling Methodologies with Applications Statistical Process Control: Theory and P.S.R.S. Rao Practice, Third Edition G.B. Wetherill and D.W. Brown A First Course in Linear Model Theory N. Ravishanker and D.K. Dey Generalized Additive Models: An Introduction with R Essential Statistics, Fourth Edition S. Wood D.A.G. Rees Epidemiology: Study Design and Stochastic Modeling and Mathematical Data Analysis, Third Edition Statistics: A Text for Statisticians and M. Woodward Quantitative Scientists F.J. Samaniego Practical Data Analysis for Designed Experiments Statistical Methods for Spatial Data Analysis B.S. Yandell O. Schabenberger and C.A. Gotway Bayesian Networks: With Examples in R M. Scutari and J.-B. Denis Texts in Statistical Science Modeling and Analysis of Stochastic Systems Third Edition Vidyadhar G. Kulkarni Department of Statistics and Operations Research University of North Carolina at Chapel Hill, USA MATLAB® is a trademark of The MathWorks, Inc. and is used with permission. The MathWorks does not warrant the accuracy of the text or exercises in this book. This book’s use or discussion of MATLAB® software or related products does not constitute endorsement or sponsorship by The MathWorks of a particular pedagogical approach or particular use of the MATLAB® software. CRC Press Taylor & Francis Group 6000 Broken Sound Parkway NW, Suite 300 Boca Raton, FL 33487-2742 © 2017 by Taylor & Francis Group, LLC CRC Press is an imprint of Taylor & Francis Group, an Informa business No claim to original U.S. Government works Printed on acid-free paper Version Date: 20160808 International Standard Book Number-13: 978-1-4987-5661-7 (Hardback) This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been made to publish reliable data and information, but the author and publisher cannot assume responsibility for the valid- ity of all materials or the consequences of their use. The authors and publishers have attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been acknowledged please write and let us know so we may rectify in any future reprint. 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Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe. Library of Congress Cataloging‑in‑Publication Data Names: Kulkarni, Vidyadhar G. Title: Modeling and analysis of stochastic systems / Vidyadhar G. Kulkarni. Description: Third edition. | Boca Raton : CRC Press, 2017. | Series: Chapman & hall/CRC texts in statistical science series | Includes bibliographical references and index. Identifiers: LCCN 2016021331 | ISBN 9781498756617 (alk. paper) Subjects: LCSH: Stochastic processes. | Stochastic systems. Classification: LCC QA274 .K844 2017 | DDC 519.2/3--dc23 LC record available at https://lccn.loc.gov/2016021331 Visit the Taylor & Francis Web site at http://www.taylorandfrancis.com and the CRC Press Web site at http://www.crcpress.com To mysons Milind, Ashwin, and Arvind Jack and Harry were lost over a vast farmland while on their balloon ride. Whentheyspottedabicyclistonatrailgoingthroughthefarmlandbelow,they lowered their balloon and yelled, “Good day, sir! Could you tell us where we are?” Thebicyclistlookedupandsaid,“Sure!Youareinaballoon!” JackturnedtoHarryandsaid,“Thisguymustbeamathematician!” “Whatmakesyouthinkso?”askedHarry. “Well,hisansweriscorrect,buttotallyuseless!” Theauthorsincerelyhopesthatastudentmasteringthisbookwillbeableto usestochasticmodelstoobtaincorrectaswellasusefulanswers.
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