Analytical and Stochastic Modeling Techniques and Applications

Analytical and Stochastic Modeling Techniques and Applications PDF Author: Khalid Al-Begain
Publisher: Springer Science & Business Media
ISBN: 3642135676
Category : Computers
Languages : en
Pages : 419

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Book Description
This book constitutes the refereed proceedings of the 17th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2010, held in Cardiff, UK, in June 2010. The 28 revised full papers presented were carefully reviewed and selected from numerous submissions for inclusion in the book. The papers are organized in topical sections on queueing theory, specification languages and tools, telecommunication systems, estimation, prediction, and stochastic modelling.

Analytical and Stochastic Modeling Techniques and Applications

Analytical and Stochastic Modeling Techniques and Applications PDF Author: Khalid Al-Begain
Publisher: Springer Science & Business Media
ISBN: 3642135676
Category : Computers
Languages : en
Pages : 419

Get Book Here

Book Description
This book constitutes the refereed proceedings of the 17th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2010, held in Cardiff, UK, in June 2010. The 28 revised full papers presented were carefully reviewed and selected from numerous submissions for inclusion in the book. The papers are organized in topical sections on queueing theory, specification languages and tools, telecommunication systems, estimation, prediction, and stochastic modelling.

Introduction to Matrix Analytic Methods in Stochastic Modeling

Introduction to Matrix Analytic Methods in Stochastic Modeling PDF Author: G. Latouche
Publisher: SIAM
ISBN: 0898714257
Category : Mathematics
Languages : en
Pages : 331

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Book Description
Presents the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner.

Analytical and Stochastic Modeling Techniques and Applications

Analytical and Stochastic Modeling Techniques and Applications PDF Author: Alexander Dudin
Publisher: Springer
ISBN: 3642394086
Category : Computers
Languages : en
Pages : 483

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Book Description
This book constitutes the refereed proceedings of the 20th International Conference on Analytical and Stochastic Modelling and Applications, ASMTA 2013, held in Ghent, Belgium, in July 2013. The 32 papers presented were carefully reviewed and selected from numerous submissions. The focus of the papers is on the following application topics: complex systems; computer and information systems; communication systems and networks; wireless and mobile systems and networks; peer-to-peer application and services; embedded systems and sensor networks; workload modelling and characterization; road traffic and transportation; social networks; measurements and hybrid techniques; modeling of virtualization; energy-aware optimization; stochastic modeling for systems biology; biologically inspired network design.

Analytical and Stochastic Modelling Techniques and Applications

Analytical and Stochastic Modelling Techniques and Applications PDF Author: Marco Gribaudo
Publisher: Springer Nature
ISBN: 303062885X
Category : Mathematics
Languages : en
Pages : 187

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Book Description
This book constitutes the refereed proceedings of the 25th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2019, held in Moscow, Russia, in October 2019. Methods of analytical and stochastic modelling are widely used in engineering to assess and design various complex systems, like computer and communication networks, and manufacturing systems. The 13 full papers presented in this book were carefully reviewed and selected from 22 submissions. The papers detail a diverse range of analysis techniques, including Markov processes, queueing theoretical results, reliability of stochastic systems, stochastic network calculus, and wide variety of applications.

Analytical and Stochastic Modelling Techniques and Applications

Analytical and Stochastic Modelling Techniques and Applications PDF Author: Sabine Wittevrongel
Publisher: Springer
ISBN: 3319439049
Category : Computers
Languages : en
Pages : 324

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Book Description
This book constitutes the refereed proceedings of the 23rd International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2016, held in Cardiff, UK, in August 2016. The 21 full papers presented in this book were carefully reviewed and selected from 30 submissions. The papers discuss the latest developments in analytical, numerical and simulation algorithms for stochastic systems, including Markov processes, queueing networks, stochastic Petri nets, process algebras, game theory, etc.

Analytical and Stochastic Modelling Techniques and Applications

Analytical and Stochastic Modelling Techniques and Applications PDF Author: Bruno Sericola
Publisher: Springer
ISBN: 3319082191
Category : Computers
Languages : en
Pages : 282

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Book Description
This book constitutes the refereed proceedings of the 21st International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2014, held in Budapest, Hungary, in June/July 2014. The 18 papers presented were carefully reviewed and selected from 27 submissions. The papers discuss the latest developments in analytical, numerical and simulation algorithms for stochastic systems, including Markov processes, queueing networks, stochastic Petri nets, process algebras, game theory, etc.

Analytical and Stochastic Modelling Techniques and Applications

Analytical and Stochastic Modelling Techniques and Applications PDF Author: Nigel Thomas
Publisher: Springer
ISBN: 3319614282
Category : Computers
Languages : en
Pages : 222

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Book Description
This book constitutes the refereed proceedings of the 24th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2017, held in Newcastle-upon-Tyne UK, in July 2017. The 14 full papers presented in this book were carefully reviewed and selected from 27 submissions. The scope of the conference is on following topics: analytical, numerical and simulation algorithms for stochastic systems, including Markov processes, queueing networks, stochastic Petri nets, process algebras, game theoretical models.

Analytical and Stochastic Modelling Techniques and Applications

Analytical and Stochastic Modelling Techniques and Applications PDF Author: Arnaud Devos
Publisher: Springer Nature
ISBN: 3031707532
Category :
Languages : en
Pages : 173

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Book Description


An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling PDF Author: Howard M. Taylor
Publisher: Academic Press
ISBN: 1483269272
Category : Mathematics
Languages : en
Pages : 410

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Book Description
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.

Stochastic Analysis, Stochastic Systems, and Applications to Finance

Stochastic Analysis, Stochastic Systems, and Applications to Finance PDF Author: Allanus Hak-Man Tsoi
Publisher: World Scientific
ISBN: 9814355712
Category : Business & Economics
Languages : en
Pages : 274

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Book Description
Pt. I. Stochastic analysis and systems. 1. Multidimensional Wick-Ito formula for Gaussian processes / D. Nualart and S. Ortiz-Latorre. 2. Fractional white noise multiplication / A.H. Tsoi. 3. Invariance principle of regime-switching diffusions / C. Zhu and G. Yin -- pt. II. Finance and stochastics. 4. Real options and competition / A. Bensoussan, J.D. Diltz and S.R. Hoe. 5. Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and round robin tournaments / M. Brown, E.A. Pekoz and S.M. Ross. 6. Filtering with counting process observations and other factors : applications to bond price tick data / X. Hu, D.R. Kuipers and Y. Zeng. 7. Jump bond markets some steps towards general models in applications to hedging and utility problems / M. Kohlmann and D. Xiong. 8. Recombining tree for regime-switching model : algorithm and weak convergence / R.H. Liu. 9. Optimal reinsurance under a jump diffusion model / S. Luo. 10. Applications of counting processes and martingales in survival analysis / J. Sun. 11. Stochastic algorithms and numerics for mean-reverting asset trading / Q. Zhang, C. Zhuang and G. Yin