Stochastic Processes 2

Probability Examples c-9
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127 pages
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 English
In this book you find the basic mathematics that is needed by engineers and university students .
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Om forfatteren

Leif Mejlbro was educated as a mathematician at the University of Copenhagen, where he wrote his thesis on Linear Partial Differential Operators and Distributions. Shortly after he obtained a position at the Technical University of Denmark, where he remained until h...

Description
Content

In this book you find the basic mathematics that is needed by engineers and university students . The author will help you to understand the meaning and function of mathematical concepts. The best way to learn it, is by doing it, the exercises in this book will help you do just that.

Topics as Elementary probability calculus, density functions and stochastic processes are illustrated.

This book requires knowledge of Calculus 1 and Calculus 2.

This is the ninth book of examples from Probability Theory. The topic Stochastic Processes is so big that I have chosen to split into two books. In the previous (eighth) book was treated examples of Random Walk and Markov chains, where the latter is dealt with in a fairly large chapter. In this book we give examples of Poisson processes, Birth and death processes, Queueing theory and other types of stochastic processes.

The prerequisites for the topics can e.g. be found in the Ventus: Calculus 2 series and the Ventus: Complex Function Theory series, and all the previous Ventus: Probability c1-c7.

Unfortunately errors cannot be avoided in a first edition of a work of this type. However, the author has tried to put them on a minimum, hoping that the reader will meet with sympathy the errors which do occur in the text.

Leif Mejlbro
27th October 2009

  1. Introduction
  2. Theoretical background
    1. The Poisson process
    2. Birth and death processes
    3. Queueing theory in general
    4. Queueing system of innitely many shop assistants
    5. Queueing system of a nite number of shop assistants, and with forming of queues
    6. Queueing systems with a nite number of shop assistants and without queues
    7. Some general types of stochastic processes
  3. The Poisson process
  4. Birth and death processes
  5. Queueing theory
  6. Other types of stochastic processes
  7. Index