11 Models for Stochastic Processes

• 11.1 Continuous-Time Markov Chains
• 11.2 Realization of the Process
• 11.3 Discrete-Time Markov Chains
• 11.4 Examples of Stochastic Processes
• 11.5 Assessment of Stochastic Models
• 11.6 Exercises
• Bibliography

Models
Stochastic Processes

• Terminology
• ATM Example

14 Continuous-Time Markov Chains

• 14.1 Markovian Property
• 14.2 Model Components
• 14.3 Transient Solutions
• 14.4 Steady-State Solutions
• 14.5 Design Alternatives for ATM
• 14.6 Birth and Death Processes
• 14.7 Probabilistic Transitions
• 14.8 Exercises
• Bibliography

Models
Continuous Time Markov Chains

• Example Problem

Computation
Dynamic Programming Add-ins

15 Mathematics of Continuous-Time Markov Chains

• 15.1 Embedded Discrete-Time Markov Chain
• 15.2 Steady-State Probabilities
• 15.3 Economic Analysis
• 15.4 First Passage Times
• 15.5 Birth-Death Processes
• 15.6 Exercises
• Bibliography

Computation
Stochastic Analysis Add-in

• Discrete-Time Markov Chain
• Continuous-Time Markov Chain