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Analytical and Stochastic Modeling Techniques and Applications

Author : Khalid Al-Begain

Publisher : Springer Science & Business Media

Page : 419 pages

File Size : 50,25 MB

Release : 2010-06

Category : Computers

ISBN : 3642135676

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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.



Introduction to Matrix Analytic Methods in Stochastic Modeling

Author : G. Latouche

Publisher : SIAM

Page : 331 pages

File Size : 20,8 MB

Release : 1999-01-01

Category : Mathematics

ISBN : 0898714257

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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

Author : Alexander Dudin

Publisher : Springer

Page : 483 pages

File Size : 29,66 MB

Release : 2013-06-12

Category : Computers

ISBN : 3642394086

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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

Author : Marco Gribaudo

Publisher : Springer Nature

Page : 187 pages

File Size : 28,33 MB

Release : 2020-11-07

Category : Mathematics

ISBN : 303062885X

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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

Author : Sabine Wittevrongel

Publisher : Springer

Page : 324 pages

File Size : 26,26 MB

Release : 2016-08-03

Category : Computers

ISBN : 3319439049

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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

Author : Bruno Sericola

Publisher : Springer

Page : 282 pages

File Size : 40,64 MB

Release : 2014-05-28

Category : Computers

ISBN : 3319082191

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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

Author : Nigel Thomas

Publisher : Springer

Page : 222 pages

File Size : 31,32 MB

Release : 2017-06-07

Category : Computers

ISBN : 3319614282

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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.





An Introduction to Stochastic Modeling

Author : Howard M. Taylor

Publisher : Academic Press

Page : 410 pages

File Size : 20,30 MB

Release : 2014-05-10

Category : Mathematics

ISBN : 1483269272

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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

Author : Allanus Hak-Man Tsoi

Publisher : World Scientific

Page : 274 pages

File Size : 23,53 MB

Release : 2011

Category : Business & Economics

ISBN : 9814355712

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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