Probabilistic modelling

Probabilistic modelling

by Mitrani, I.

Type Book
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Probabilistic modelling is the most cost-effective means of performance and reliability evaluation of complex dynamic systems. This self-contained text offers an introduction to the tools and applications used in probabilistic modelling.

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Title Statements

  • Full title :Probabilistic modelling / Isi Mitrani.

Summary

Probabilistic modelling is the most cost-effective means of performance and reliability evaluation of complex dynamic systems. This self-contained text offers an introduction to the tools and applications used in probabilistic modelling.

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Edition Statements

  • Publication Date:1998.

Publication Statements

The Physical Object

  • Description:x, 223 pages : : illustrations ; : 23 cm

Edition Identifiers

  • ISBN:0521585112, 9780521585118, 0521585309, 9780521585309
  • oclc:ocm37195148
  • LC Classification:QA273
  • Dewey Decimal:003/.85

Table of Contents

Introduction to probability theory : Sample points, events and probabilities ; An algebra of events ; Probabilities ; Conditional probability ; Random variables ; Distribution functions ; Probability density functions ; Joint distributions ; Largest and smallest ; Expectation and other moments ; Properties of expectation ; Variance and covariance ; Bernoulli trials and related random variables ; The geometric distribution ; The binomial distribution ; Sums, transforms and limits ; Generating functions ; Laplace transforms and characteristic functions ; The normal distribution and central limit theorem -- Arrivals and services : Renewal processes ; Forward and backward renewal times ; The ‘paradox’ of residual life ; The exponential distribution and its properties ; First and last ; The Poisson process ; Properties of the Poisson process ; Arrivals during a random interval ; Application: ALOHA and CSMA -- Queueing systems: average performance ; Little’s theorem and applications ; Utilization and response time laws ; The single-class M/G/1 queue ; Busy periods ; The M/M/1 queue ; Different scheduling policies ; The processor-sharing policy ; Symmetric policies and multiclass queues …

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