MARC details
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11329cam a2200469 a 4500 |
| 001 - CONTROL NUMBER |
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ocn666246327 |
| 003 - CONTROL NUMBER IDENTIFIER |
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OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20241203163243.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
100925s2011 ne a b 001 0 eng d |
| 015 ## - NATIONAL BIBLIOGRAPHY NUMBER |
|---|
| National bibliography number |
GBB0B8904 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780123814166 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0123814162 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
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| OCLC library identifier |
AU@ |
| System control number |
000046718439 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
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| OCLC library identifier |
NZ1 |
| System control number |
13571195 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
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| OCLC library identifier |
CHVBK |
| System control number |
198979835 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
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| OCLC library identifier |
CHBIS |
| System control number |
009880245 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
|---|
| OCLC library identifier |
CHVBK |
| System control number |
199625468 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
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| OCLC library identifier |
CHBIS |
| System control number |
006317438 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)666246327 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
BTCTA |
| Language of cataloging |
eng |
| Transcribing agency |
BTCTA |
| Modifying agency |
YDXCP |
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PSC |
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OCLCL |
| 066 ## - CHARACTER SETS PRESENT |
|---|
| Alternate G0 or G1 character set |
(S |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.23 |
| Item number |
P658i |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Pinsky, Mark A., |
| Dates associated with a name |
1940- |
| Real World Object URI |
https://id.oclc.org/worldcat/entity/E39PBJhtbmDbqHGFYRpm98tqcP |
| 245 13 - TITLE STATEMENT |
|---|
| Title |
An introduction to stochastic modeling / |
| Statement of responsibility, etc. |
Mark A. Pinsky, Samuel Karlin. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
4th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Amsterdam ; |
| -- |
Boston : |
| Name of publisher, distributor, etc. |
Academic Press, |
| Date of publication, distribution, etc. |
©2011. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 563 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 500 ## - GENERAL NOTE |
|---|
| General note |
"Academic Press is an imprint of Elsevier."--Title page verso. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
Introduction -- |
| Miscellaneous information |
2. |
| Title |
Conditional probability and conditional expectation -- |
| Miscellaneous information |
3. |
| Title |
Markov chains: introduction -- |
| Miscellaneous information |
4. |
| Title |
Long run behavior of Markov chains -- |
| Miscellaneous information |
5. |
| Title |
Poisson processes -- |
| Miscellaneous information |
6. |
| Title |
Continuous time Markov chains -- |
| Miscellaneous information |
7. |
| Title |
Renewal phenomena -- |
| Miscellaneous information |
8. |
| Title |
Brownian motion and related processes -- |
| Miscellaneous information |
9. |
| Title |
Queueing systems -- |
| Miscellaneous information |
10. |
| Title |
Random evolutions -- |
| Miscellaneous information |
11. |
| Title |
Characteristic functions and their applications. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stochastic processes. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Markov-Kette |
| Source of heading or term |
gnd |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Poisson-Prozess |
| Source of heading or term |
gnd |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Karlin, Samuel, |
| Dates associated with a name |
1923-2007. |
| Real World Object URI |
https://id.oclc.org/worldcat/entity/E39PBJhRyVgRBwtqgtXGtkXPQq |
| 758 ## - RESOURCE IDENTIFIER |
|---|
| Relationship information |
has work: |
| Label |
An introduction to stochastic modelling (Text) |
| Real World Object URI |
https://id.oclc.org/worldcat/entity/E39PCGF9RgGxkhrDkXHB6hDM8y |
| Relationship |
https://id.oclc.org/worldcat/ontology/hasWork |
| 880 00 - ALTERNATE GRAPHIC REPRESENTATION |
|---|
| Linkage |
505-00/(S |
| a |
Machine generated contents note: |
| g |
1. |
| t |
Introduction -- |
| g |
1.1. |
| t |
Stochastic Modeling -- |
| g |
1.1.1. |
| t |
Stochastic Processes -- |
| g |
1.2. |
| t |
Probability Review -- |
| g |
1.2.1. |
| t |
Events and Probabilities -- |
| g |
1.2.2. |
| t |
Random Variables -- |
| g |
1.2.3. |
| t |
Moments and Expected Values -- |
| g |
1.2.4. |
| t |
Joint Distribution Functions -- |
| g |
1.2.5. |
| t |
Sums and Convolutions -- |
| g |
1.2.6. |
| t |
Change of Variable -- |
| g |
1.2.7. |
| t |
Conditional Probability -- |
| g |
1.2.8. |
| t |
Review of Axiomatic Probability Theory -- |
| g |
1.3. |
| t |
Major Discrete Distributions -- |
| g |
1.3.1. |
| t |
Bernoulli Distribution -- |
| g |
1.3.2. |
| t |
Binomial Distribution -- |
| g |
1.3.3. |
| t |
Geometric and Negative Binominal Distributions -- |
| g |
1.3.4. |
| t |
Poisson Distribution -- |
| g |
1.3.5. |
| t |
Multinomial Distribution -- |
| g |
1.4. |
| t |
Important Continuous Distributions -- |
| g |
1.4.1. |
| t |
Normal Distribution -- |
| g |
1.4.2. |
| t |
Exponential Distribution -- |
| g |
1.4.3. |
| t |
Uniform Distribution -- |
| g |
1.4.4. |
| t |
Gamma Distribution -- |
| g |
1.4.5. |
| t |
Beta Distribution -- |
| g |
1.4.6. |
| t |
Joint Normal Distribution -- |
| g |
1.5. |
| t |
Some Elementary Exercises -- |
| g |
1.5.1. |
| t |
Tail Probabilities -- |
| g |
1.5.2. |
| t |
Exponential Distribution -- |
| g |
1.6. |
| t |
Useful Functions, Integrals, and Sums -- |
| g |
2. |
| t |
Conditional Probability and Conditional Expectation -- |
| g |
2.1. |
| t |
Discrete Case -- |
| g |
2.2. |
| t |
Dice Game Craps -- |
| g |
2.3. |
| t |
Random Sums -- |
| g |
2.3.1. |
| t |
Conditional Distributions: The Mixed Case -- |
| g |
2.3.2. |
| t |
Moments of a Random Sum -- |
| g |
2.3.3. |
| t |
Distribution of a Random Sum -- |
| g |
2.4. |
| t |
Conditioning on a Continuous Random Variable -- |
| g |
2.5. |
| t |
Martingales -- |
| g |
2.5.1. |
| t |
Definition -- |
| g |
2.5.2. |
| t |
Markov Inequality -- |
| g |
2.5.3. |
| t |
Maximal Inequality for Nonnegative Martingales -- |
| g |
3. |
| t |
Markov Chains: Introduction -- |
| g |
3.1. |
| t |
Definitions -- |
| g |
3.2. |
| t |
Transition Probability Matrices of a Markov Chain -- |
| g |
3.3. |
| t |
Some Markov Chain Models -- |
| g |
3.3.1. |
| t |
Inventory Model -- |
| g |
3.3.2. |
| t |
Ehrenfest Urn Model -- |
| g |
3.3.3. |
| t |
Markov Chains in Genetics -- |
| g |
3.3.4. |
| t |
Discrete Queueing Markov Chain -- |
| g |
3.4. |
| t |
First Step Analysis -- |
| g |
3.4.1. |
| t |
Simple First Step Analyses -- |
| g |
3.4.2. |
| t |
General Absorbing Markov Chain -- |
| g |
3.5. |
| t |
Some Special Markov Chains -- |
| g |
3.5.1. |
| t |
Two-State Markov Chain -- |
| g |
3.5.2. |
| t |
Markov Chains Defined by Independent Random Variables -- |
| g |
3.5.3. |
| t |
One-Dimensional Random Walks -- |
| g |
3.5.4. |
| t |
Success Runs -- |
| g |
3.6. |
| t |
Functionals of Random Walks and Success Runs -- |
| g |
3.6.1. |
| t |
General Random Walk -- |
| g |
3.6.2. |
| t |
Cash Management -- |
| g |
3.6.3. |
| t |
Success Runs Markov Chain -- |
| g |
3.7. |
| t |
Another Look at First Step Analysis -- |
| g |
3.8. |
| t |
Branching Processes -- |
| g |
3.8.1. |
| t |
Examples of Branching Processes -- |
| g |
3.8.2. |
| t |
Mean and Variance of a Branching Process -- |
| g |
3.8.3. |
| t |
Extinction Probabilities -- |
| g |
3.9. |
| t |
Branching Processes and Generating Functions -- |
| g |
3.9.1. |
| t |
Generating Functions and Extinction Probabilities -- |
| g |
3.9.2. |
| t |
Probability Generating Functions and Sums of Independent Random Variables -- |
| g |
3.9.3. |
| t |
Multiple Branching Processes -- |
| g |
4. |
| t |
Long Run Behavior of Markov Chains -- |
| g |
4.1. |
| t |
Regular Transition Probability Matrices -- |
| g |
4.1.1. |
| t |
Doubly Stochastic Matrices -- |
| g |
4.1.2. |
| t |
Interpretation of the Limiting Distribution -- |
| g |
4.2. |
| t |
Examples -- |
| g |
4.2.1. |
| t |
Including History in the State Description -- |
| g |
4.2.2. |
| t |
Reliability and Redundancy -- |
| g |
4.2.3. |
| t |
Continuous Sampling Plan -- |
| g |
4.2.4. |
| t |
Age Replacement Policies -- |
| g |
4.2.5. |
| t |
Optimal Replacement Rules -- |
| g |
4.3. |
| t |
Classification of States -- |
| g |
4.3.1. |
| t |
Irreducible Markov Chains -- |
| g |
4.3.2. |
| t |
Periodicity of a Markov Chain -- |
| g |
4.3.3. |
| t |
Recurrent and Transient States -- |
| g |
4.4. |
| t |
Basic Limit Theorem of Markov Chains -- |
| g |
4.5. |
| t |
Reducible Markov Chains -- |
| g |
5. |
| t |
Poisson Processes -- |
| g |
5.1. |
| t |
Poisson Distribution and the Poisson Process -- |
| g |
5.1.1. |
| t |
Poisson Distribution -- |
| g |
5.1.2. |
| t |
Poisson Process -- |
| g |
5.1.3. |
| t |
Nonhomogeneous Processes -- |
| g |
5.1.4. |
| t |
Cox Processes -- |
| g |
5.2. |
| t |
Law of Rare Events -- |
| g |
5.2.1. |
| t |
Law of Rare Events and the Poisson Process -- |
| g |
5.2.2. |
| t |
Proof of Theorem 5.3 -- |
| g |
5.3. |
| t |
Distributions Associated with the Poisson Process -- |
| g |
5.4. |
| t |
Uniform Distribution and Poisson Processes -- |
| g |
5.4.1. |
| t |
Shot Noise -- |
| g |
5.4.2. |
| t |
Sum Quota Sampling -- |
| g |
5.5. |
| t |
Spatial Poisson Processes -- |
| g |
5.6. |
| t |
Compound and Marked Poisson Processes -- |
| g |
5.6.1. |
| t |
Compound Poisson Processes -- |
| g |
5.6.2. |
| t |
Marked Poisson Processes -- |
| g |
6. |
| t |
Continuous Time Markov Chains -- |
| g |
6.1. |
| t |
Pure Birth Processes -- |
| g |
6.1.1. |
| t |
Postulates for the Poisson Process -- |
| g |
6.1.2. |
| t |
Pure Birth Process -- |
| g |
6.1.3. |
| t |
Yule Process -- |
| g |
6.2. |
| t |
Pure Death Processes -- |
| g |
6.2.1. |
| t |
Linear Death Process -- |
| g |
6.2.2. |
| t |
Cable Failure Under Static Fatigue -- |
| g |
6.3. |
| t |
Birth and Death Processes -- |
| g |
6.3.1. |
| t |
Postulates -- |
| g |
6.3.2. |
| t |
Sojourn Times -- |
| g |
6.3.3. |
| t |
Differential Equations of Birth and Death Processes -- |
| g |
6.4. |
| t |
Limiting Behavior of Birth and Death Processes -- |
| g |
6.5. |
| t |
Birth and Death Processes with Absorbing States -- |
| g |
6.5.1. |
| t |
Probability of Absorption into State 0 -- |
| g |
6.5.2. |
| t |
Mean Time Until Absorption -- |
| g |
6.6. |
| t |
Finite-State Continuous Time Markov Chains -- |
| g |
6.7. |
| t |
Poisson Process with a Markov Intensity -- |
| g |
7. |
| t |
Renewal Phenomena -- |
| g |
7.1. |
| t |
Definition of a Renewal Process and Related Concepts -- |
| g |
7.2. |
| t |
Some Examples of Renewal Processes -- |
| g |
7.2.1. |
| t |
Brief Sketches of Renewal Situations -- |
| g |
7.2.2. |
| t |
Block Replacement -- |
| g |
7.3. |
| t |
Poisson Process Viewed as a Renewal Process -- |
| g |
7.4. |
| t |
Asymptotic Behavior of Renewal Processes -- |
| g |
7.4.1. |
| t |
Elementary Renewal Theorem -- |
| g |
7.4.2. |
| t |
Renewal Theorem for Continuous Lifetimes -- |
| g |
7.4.3. |
| t |
Asymptotic Distribution of N(t) -- |
| g |
7.4.4. |
| t |
Limiting Distribution of Age and Excess Life -- |
| g |
7.5. |
| t |
Generalizations and Variations on Renewal Processes -- |
| g |
7.5.1. |
| t |
Delayed Renewal Processes -- |
| g |
7.5.2. |
| t |
Stationary Renewal Processes -- |
| g |
7.5.3. |
| t |
Cumulative and Related Processes -- |
| g |
7.6. |
| t |
Discrete Renewal Theory -- |
| g |
7.6.1. |
| t |
Discrete Renewal Theorem -- |
| g |
7.6.2. |
| t |
Deterministic Population Growth with Age Distribution -- |
| g |
8. |
| t |
Brownian Motion and Related Processes -- |
| g |
8.1. |
| t |
Brownian Motion and Gaussian Processes -- |
| g |
8.1.1. |
| t |
Little History -- |
| g |
8.1.2. |
| t |
Brownian Motion Stochastic Process -- |
| g |
8.1.3. |
| t |
Central Limit Theorem and the Invariance Principle -- |
| g |
8.1.4. |
| t |
Gaussian Processes -- |
| g |
8.2. |
| t |
Maximum Variable and the Reflection Principle -- |
| g |
8.2.1. |
| t |
Reflection Principle -- |
| g |
8.2.2. |
| t |
Time to First Reach a Level -- |
| g |
8.2.3. |
| t |
Zeros of Brownian Motion -- |
| g |
8.3. |
| t |
Variations and Extensions -- |
| g |
8.3.1. |
| t |
Reflected Brownian Motion -- |
| g |
8.3.2. |
| t |
Absorbed Brownian Motion -- |
| g |
8.3.3. |
| t |
Brownian Bridge -- |
| g |
8.3.4. |
| t |
Brownian Meander -- |
| g |
8.4. |
| t |
Brownian Motion with Drift -- |
| g |
8.4.1. |
| t |
Gambler's Ruin Problem -- |
| g |
8.4.2. |
| t |
Geometric Brownian Motion -- |
| g |
8.5. |
| t |
Ornstein---Uhlenbeck Process -- |
| g |
8.5.1. |
| t |
Second Approach to Physical Brownian Motion -- |
| g |
8.5.2. |
| t |
Position Process -- |
| g |
8.5.3. |
| t |
Long Run Behavior -- |
| g |
8.5.4. |
| t |
Brownian Measure and Integration -- |
| g |
9. |
| t |
Queueing Systems -- |
| g |
9.1. |
| t |
Queueing Processes -- |
| g |
9.1.1. |
| t |
Queueing Formula L=λW -- |
| g |
9.1.2. |
| t |
Sampling of Queueing Models -- |
| g |
9.2. |
| t |
Poisson Arrivals, Exponential Service Times -- |
| g |
9.2.1. |
| t |
M/M/1 System -- |
| g |
9.2.2. |
| t |
M/M/[∞] System -- |
| g |
9.2.3. |
| t |
M/M/s System -- |
| g |
9.3. |
| t |
General Service Time Distributions -- |
| g |
9.3.1. |
| t |
M/G/1 System -- |
| g |
9.3.2. |
| t |
M/G/[∞] System -- |
| g |
9.4. |
| t |
Variations and Extensions -- |
| g |
9.4.1. |
| t |
Systems with Balking -- |
| g |
9.4.2. |
| t |
Variable Service Rates -- |
| g |
9.4.3. |
| t |
System with Feedback -- |
| g |
9.4.4. |
| t |
Two-Server Overflow Queue -- |
| g |
9.4.5. |
| t |
Preemptive Priority Queues -- |
| g |
9.5. |
| t |
Open Acyclic Queueing Networks -- |
| g |
9.5.1. |
| t |
Basic Theorem -- |
| g |
9.5.2. |
| t |
Two Queues in Tandem -- |
| g |
9.5.3. |
| t |
Open Acyclic Networks -- |
| g |
9.5.4. |
| t |
Appendix: Time Reversibility -- |
| g |
9.5.5. |
| t |
Proof of Theorem 9.1 -- |
| g |
9.6. |
| t |
General Open Networks -- |
| g |
9.6.1. |
| t |
General Open Network -- |
| g |
10. |
| t |
Random Evolutions -- |
| g |
10.1. |
| t |
Two-State Velocity Model -- |
| g |
10.1.1. |
| t |
Two-State Random Evolution -- |
| g |
10.1.2. |
| t |
Telegraph Equation -- |
| g |
10.1.3. |
| t |
Distribution Functions and Densities in the Two-State Model -- |
| g |
10.1.4. |
| t |
Passage Time Distributions -- |
| g |
10.2. |
| t |
N-State Random Evolution -- |
| g |
10.2.1. |
| t |
Finite Markov Chains and Random Velocity Models -- |
| g |
10.2.2. |
| t |
Constructive Approach of Random Velocity Models -- |
| g |
10.2.3. |
| t |
Random Evolution Processes -- |
| g |
10.2.4. |
| t |
Existence-Uniqueness of the First-Order System (10.26) -- |
| g |
10.2.5. |
| t |
Single Hyperbolic Equation -- |
| g |
10.2.6. |
| t |
Spectral Properties of the Transition Matrix -- |
| g |
10.2.7. |
| t |
Recurrence Properties of Random Evolution -- |
| g |
10.3. |
| t |
Weak Law and Central Limit Theorem -- |
| g |
10.4. |
| t |
Isotropic Transport in Higher Dimensions -- |
| g |
10.4.1. |
| t |
Rayleigh Problem of Random Flights -- |
| g |
10.4.2. |
| t |
Three-Dimensional Rayleigh Model -- |
| g |
11. |
| t |
Characteristic Functions and Their Applications -- |
| g |
11.1. |
| t |
Definition of the Characteristic Function -- |
| g |
11.1.1. |
| t |
Two Basic Properties of the Characteristic Function -- |
| g |
11.2. |
| t |
Inversion Formulas for Characteristic Functions -- |
| g |
11.2.1. |
| t |
Fourier Reciprocity/Local Non-Uniqueness -- |
| g |
11.2.2. |
| t |
Fourier Inversion and Parseval's Identity -- |
| g |
11.3. |
| t |
Inversion Formula for General Random Variables -- |
| g |
11.4. |
| t |
Continuity Theorem -- |
| g |
11.4.1. |
| t |
Proof of the Continuity Theorem -- |
| g |
11.5. |
| t |
Proof of the Central Limit Theorem -- |
| g |
11.6. |
| t |
Stirling's Formula and Applications -- |
| g |
11.6.1. |
| t |
Poisson Representation of n! -- |
| g |
11.6.2. |
| t |
Proof of Stirling's Formula -- |
| g |
11.7. |
| t |
Local deMoivre---Laplace Theorem. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
| Suppress in OPAC |
No |
| 948 ## - LOCAL PROCESSING INFORMATION (OCLC); SERIES PART DESIGNATOR (RLIN) |
|---|
| h (OCLC) |
NO HOLDINGS IN P5A - 156 OTHER HOLDINGS |
