Book:Stochastic Processes 2

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Bibliographical Data

Title:Stochastic Processes 2
Author:Leif Mejlbro
Key words:Stochastic Processes
Education Level:Higher Education
License:All Rights Reserved - Standard Copyright
Description:This is the ninth book of examples from Probability Theory. The topic Stochastic Processes is so big that I have chosen to split into two books. In the previous (eighth) book was treated examples of Random Walk and Markov chains, where the latter is dealt with in a fairly large chapter. In this book we give examples of Poisson processes, Birth and death processes, Queueing theory and other types of stochastic processes.

The prerequisites for the topics can e.g. be found in the Ventus: Calculus 2 series and the Ventus: Complex Function Theory series, and all the previous Ventus: Probability c1-c7.

Unfortunately errors cannot be avoided in a first edition of a work of this type. However, the author has tried to put them on a minimum, hoping that the reader will meet with sympathy the errors which do occur in the text.

1 Theoretical background 1.1 The Poisson process 1.2 Birth and death processes 1.3 Queueing theory in general 1.4 Queueing system of innitely many shop assistants 1.5 Queueing system of a nite number of shop assistants, and with forming of queues 1.6 Queueing systems with a nite number of shop assistants and without queues 1.7 Some general types of stochastic processes

2 The Poisson process

3 Birth and death processes

4 Queueing theory

5 Other types of stochastic processes-a free ebook from


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