The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was not until the middle of the twentieth century that mathematicians de- veloped general techniques for maximizing the chances of beating a casino or winning against an intelligent opponent. These methods of finding op- timal strategies for a player are at the heart of the modern theories of stochastic control and stochastic games. There are numerous applications to engineering and the social sciences, but the liveliest intuition still comes from...
The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was ...
This is a revised and expanded version of the earlier edition. The new material is on Markov-modulated storage processes arising from queueing and data commu- nication models. The analysis of these models is based on the fluctuation theory of Markov-additive processes and their discrete time analogues, Markov random walks. The workload and queue length processes, omitted from the earlier edition, are also presented. In addition, many sections have been rewritten, with new re- sults and proofs, as well as further examples. The mathematical level and style of presentation, however, remain the...
This is a revised and expanded version of the earlier edition. The new material is on Markov-modulated storage processes arising from queueing and dat...
Breaking with the traditional treatment of random processes in engineering
On the surface, Introduction to Random Processes in Engineering is simply a first-rate textbook for senior or first-year graduate engineering courses in stochastic processes. A closer look, however, reveals an innovative book-rich with examples and commonsense explanations-that demystifies theories, eliminates ambiguities, and provides a solid, up-to-date introduction to this important subject.
Departing from the classical texts of the sixties and seventies in its coverage of random signals...
Breaking with the traditional treatment of random processes in engineering
On the surface, Introduction to Random Processes in Engineerin...
These Proceedings comprise the bulk of the papers presented at the Inter national Conference on Semigroups of Opemtors: Theory and Contro held 14-18 December 1998, Newport Beach, California, U.S.A. The intent of the Conference was to highlight recent advances in the the ory of Semigroups of Operators which provides the abstract framework for the time-domain solutions of time-invariant boundary-value/initial-value problems of partial differential equations. There is of course a firewall between the ab stract theory and the applications and one of the Conference aims was to bring together both...
These Proceedings comprise the bulk of the papers presented at the Inter national Conference on Semigroups of Opemtors: Theory and Contro held 14-18 D...
