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The book delves into various stochastic processes essential for modeling complex systems, drawing from the author's extensive teaching background. Each process is thoroughly defined and characterized, with discussions on applications, transient and limiting behaviors, first passage times, and cost/reward models. This comprehensive approach equips readers with the tools needed to analyze and model stochastic systems effectively.
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Modeling and Analysis of Stochastic Systems, Vidyadhar G. Kulkarni
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- Année de publication
- 2016
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