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Handbook of statistics 21: Stochastic processes: modelling and simulation

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Handbook of statistics 21: Stochastic processes: modelling and simulation

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This is a sequel to volume 19 of Handbook of Statistics on

Stochastic Processes: Modelling and Simulation.

It is concerned mainly with the theme of reviewing and in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value theory, applications of Markov chains, modelling with Monte carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. (A complete list of the topics addressed in the volume is available from the "Contents" of the volume.)

An attempt is made to cover in this volume, as in the case of its predec

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