Table of Contents

Random Variable and Stochastic Processes Markov Chains Markov Processes with Discrete State Space: Poisson Process and its Extensions Markov Processes with Continuous State Space Martingales Renewal Processes and Theory Markov Renewal and Semi-Markov Processes Simulation Appendices - Some Basic Mathematical Results, Answers to Exercises, Abbreviations, Table of Laplace Transforms, Important Probability Distribution and their Parameters: Moments, Moment Generating Functions

About the Author

Jyotiprasad Medhi, Professor Emeritus, was a visiting professor at the Universities of Montreal, McMaster and Toronto, Canada and University of Wisconsin, USA. He is the author/co-author of a large number of scientific/technical papers published in international journals and has been working as referee to many reputed international journals. Also he has been giving seminar lectures on invitation, at several Unviersities in India, UK, France, Canada and the USA. In addition to publishing a large number of research papers and an introductory text, - Statistical Methods, he has authored three advanced level books; Stochastic Processes, Recent Developments in Bulk Queueing Models and Stochastic Models in Queueing Theory, published in India and USA.

Reviews

A review of the first edition in The American Mathematical Monthly (Dec., 1982) gives a special positive emphasis on it as a textbook as this is the clear choice amongst a dozen or more competing textsA". (TAV) Similarly a review of the second edition (1994) in the Journal of the Operational Research Society, U.K. (1996) commended it As before, it rightly deserves to be 'nominated' as the first choiceA". (Jim Freeman)