Committee login






Small thumbnail

Reliability Investigation of LED Devices for Public Light Applications

Durability, Robustness and Reliability of Photonic Devices Set

Small thumbnail

Aerospace Actuators 2

Signal-by-Wire and Power-by-Wire

Small thumbnail

Flash Memory Integration

Performance and Energy Considerations

Small thumbnail

Mechanics of Aeronautical Solids, Materials and Structures

Small thumbnail

Engineering Investment Process

Making Value Creation Repeatable

Small thumbnail

Space Strategy

Small thumbnail

Distributed Systems

Concurrency and Consistency

Small thumbnail

Fatigue of Textile and Short Fiber Reinforced Composites

Durability and Ageing of Organic Composite Materials Set – Volume 1

Small thumbnail

Management of the Effects of Coastal Storms

Policy, Scientific and Historical Perspectives

Small thumbnail

Computational Color Science

Variational Retinex-like Methods

Small thumbnail

Introduction to Stochastic Models

Marius Iosifescu, Bucharest Institute of Mathematical Statistics and Applied Mathematics, Romania Nikolaos Limnios, University of Technology of Compiègne, France Gheorghe Oprisan, Politehnica University of Bucharest, Romania.

ISBN: 9781848210578

Publication Date: March 2010   Hardback   384 pp.

135.00 USD

Add to cart


Ebook Ebook


This book provides a pedagogical examination of the way in which stochastic models are encountered in applied sciences and techniques such as physics, engineering, biology and genetics, economics and social sciences. It covers Markov and semi-Markov models, as well as their particular cases: Poisson, renewal processes, branching processes, Ehrenfest models, genetic models, optimal stopping, reliability, reservoir theory, storage models and queuing systems.
Given this comprehensive treatment of the subject, students and researchers in applied sciences, as well as anyone looking for an introduction to stochastic models, will find this title of invaluable use.


1. Introduction to Stochastic Processes.
2. Simple Stochastic Models.
3. Elements of Markov Modeling.
4. Renewal Models.
5. Semi-Markov Models.
6. Branching Models.
7. Optimal Stopping Models.

About the Authors

Marius Iosifescu is a member and vice-president of the Romanian Academy of Sciences and director of the Bucharest Institute of Mathematical Statistics and Applied Mathematics. His research concerns stochastic processes, the probabilistic theory of numbers and their applications.
Nikolaos Limnios is a professor of applied mathematics at the University of Technology of Compiègne, France. His research and teaching activities concern stochastic processes, statistical inference and their applications.
Gheorghe Opri\s,an is a professor of applied mathematics at the ‘Politehnica’ University of Bucharest and the head of the Mathematical section II there. His research concerns stochastic processes and their applications.


DownloadTable of Contents - PDF File - 240 Kb

Related Titles

0.03084 s.