Introduction to Modeling and Analysis of Stochastic Systems Van V. G. Kulkarni is an English-language textbook that provides a thorough introduction to the modeling and analysis of stochastic systems. It is intended for students and professionals in, among other fields, engineering, mathematics, statistics, and business studies.
This book covers essential classes of stochastic processes such as Markov processes, Poisson processes, queueing models, and diffusion processes. It emphasizes practical applications through numerous examples and case studies, focused on predicting system performance and improving design principles. Numerical solutions and a concise theory of probability in the appendix support the learning process.
In addition, a collection of MATLAB programs can be downloaded with this work, making it easier to apply the models. The contents align with fields such as probability and statistics, stochastics, and general mathematics, and are part of the Springer Texts in Statistics series.