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Introduction to Probability Models

ISBN-10: 0125980620
ISBN-13: 9780125980623
Edition: 9th 2007
Authors: Sheldon M. Ross
List price: $99.95
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Description: Ross's classic bestseller,Introduction to Probability Models,has been used extensively as the primary text for a first undergraduate course in applied probability. It provides an introduction to elementary probability theory and stochastic  More...

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Book details

List price: $99.95
Edition: 9th
Copyright year: 2007
Publisher: Elsevier Science & Technology Books
Publication date: 11/21/2006
Binding: Hardcover
Pages: 800
Size: 6.00" wide x 9.00" long x 1.25" tall
Weight: 2.838
Language: English

Ross's classic bestseller,Introduction to Probability Models,has been used extensively as the primary text for a first undergraduate course in applied probability. It provides an introduction to elementary probability theory and stochastic processes, and shows how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. With the addition of several new sections relating to actuaries, this text is highly recommended by the Society of Actuaries. A new section (3.7) on COMPOUND RANDOM VARIABLES, that can be used to establish a recursive formula for computing probability mass functions for a variety of common compounding distributions. A new section (4.11) on HIDDDEN MARKOV CHAINS, including the forward and backward approaches for computing the joint probability mass function of the signals, as well as the Viterbi algorithm for determining the most likely sequence of states. Simplified Approach for Analyzing Nonhomogeneous Poisson processes Additional results on queues relating to the (a) conditional distribution of the number found by an M/M/1 arrival who spends a time t in the system,; (b) inspection paradox for M/M/1 queues (c) M/G/1 queue with server breakdown Many new examples and exercises.

Preface
Introduction to Probability Theory
Random Variables
Conditional Probability and Conditional Expectation
Markov Chains
The Exponential Distribution and the Poisson Process
Continuous-Time Markov Chains
Renewal Theory and Its Applications
Queueing Theory
Reliability Theory
Brownian Motion and Stationary Processes
Simulation
Appendix: Solutions to Starred Exercises
Index

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