Handbook of Statistics 21: Stochastic Processes: Modeling and Simulation

Handbook of Statistics 21: Stochastic Processes: Modeling and Simulation on ScienceDirect(Opens new window)

Published: FEB-2003
ISBN 10: 0-444-50013-8
ISBN 13: 978-0-444-50013-7
Imprint: NORTH-HOLLAND


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.


 
Last update: 5 Nov 2011