Edited by
D.N. Shanbhag, University of Sheffield, UK
C.R. Rao, The Pennsylvania State University, USA
Description
This is a sequel to volume 19 of Handbook of Statistics on
Stochastic Processes: Modelling and Simulation.
It is concerned mainly
with the theme of reviewing and in some cases, unifying with new ideas the different lines of research and developments in stochastic
processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include,
among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes,
time series models, extreme value theory, applications of Markov chains, modelling with Monte carlo techniques, and stochastic processes
in subjects such as engineering, telecommunications, biology, astronomy and chemistry. (A complete list of the topics addressed in the
volume is available from the "Contents" of the volume.)
An attempt is made to cover in this volume, as in the case of its
predecessor, as many topics as possible. Among various issues
considered in this volume, there are those concerned in particular with
modelling, simulation techniques and numerical methods concerned with stochastic processes. The scope of the project involving this
volume as well as volume 19 is already clarified in the "Preface" of volume 19. The present
volume completes the aim of
the project, and it should serve as an aid to students, teachers, researchers and practitioners interested in applied stochastic
processes.
Included in series
Handbook of Statistics
Audience:
University and departmental (mathematics and statistics) libraries, pharmaceutical companies, telecommunication industries, medical and engineering schools.