Adobe PDF (1.2 MB)
Title Details:
Random Variables and Stochastic Processes
Authors: Stafylopatis, Andreas-Georgios
Siolas, Georgios
Subject: MATHEMATICS AND COMPUTER SCIENCE > COMPUTER SCIENCE > COMPUTATIONAL SCIENCE > INTRODUCTION TO MODELING AND SIMULATION
MATHEMATICS AND COMPUTER SCIENCE > COMPUTER SCIENCE > COMPUTATIONAL SCIENCE > MODELING AND SIMULATION
MATHEMATICS AND COMPUTER SCIENCE > COMPUTER SCIENCE > ARCHITECTURE AND ORGANIZATION > PERFORMANCE ENHANCEMENTS
MATHEMATICS AND COMPUTER SCIENCE > COMPUTER SCIENCE > SYSTEMS FUNDAMENTALS
Description:
Abstract:
After a brief reminder of the basic concepts of probability theory (random variables, probability distributions, summarization, mean, variance), stochastic processes are defined based on probabilities. The Poisson process, birth-death processes and Markov processes (continuous and discrete-time) are treated in particular. The basic properties and main theorems for solving Markovian models in the steady state are presented and examples of their use for the analysis of computer systems are given.
Linguistic Editors: Pappas, Vasilios
Technical Editors: Siolas, Georgios
Graphic Editors: Siolas, Georgios
Type: Chapter
Creation Date: 2015
Item Details:
License: Attribution – NonCommercial – NoDerivatives 4.0 International (CC BY-NC-ND 4.0)
Handle http://hdl.handle.net/11419/6057
Bibliographic Reference: Stafylopatis, A., & Siolas, G. (2015). Random Variables and Stochastic Processes [Chapter]. In Stafylopatis, A., & Siolas, G. 2015. Performance Analysis of Computer Systems [Undergraduate textbook]. Kallipos, Open Academic Editions. https://hdl.handle.net/11419/6057
Language: Greek
Is Part of: Performance Analysis of Computer Systems
Publication Origin: Kallipos, Open Academic Editions