Table of Contents

Poission process and related processes; renewal-reward processes; discrete-time Markov chains; continuous-time Markov chains; Markov chains and queues; discrete-time Markov decision processes; semi-Markov decision processes; advanced renewal theory; algorithms analysis of queuing models; useful tools in applied probability; useful probability distributions; generating functions; the discrete fast Fourier transform; Laplace transformtheory; numerical Laplace inversion; the root-finding problem.

Reviews

"All those who need a strong background in applied stochastic processes will benefit from studying it." (Mathematical Reviews, 2006j) ..".provides a self-contained introduction to the theory and applications of stochastic models..." (Zentralblatt Math, 2004)