• Login
    View Item 
    •   Carroll Scholars Home
    • Mathematics, Engineering and Computer Science
    • Mathematics, Engineering and Computer Science Undergraduate Theses
    • View Item
    •   Carroll Scholars Home
    • Mathematics, Engineering and Computer Science
    • Mathematics, Engineering and Computer Science Undergraduate Theses
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Stochastic Processes With Emphasis On Random Walks

    Thumbnail
    View/Open
    1976_KaneJ_THS_0001189.pdf (6.296Mb)
    Author
    Kane, John
    Advisor
    Ronald Knoshaug; Alfred Murray; John Semmens
    Date of Issue
    1976-04-01
    Metadata
    Show full item record
    URI
    https://scholars.carroll.edu/handle/20.500.12647/3489
    Title
    Stochastic Processes With Emphasis On Random Walks
    Type
    thesis
    Abstract
    The problem I have chosen is a sequential service problem which is a type of stochastic process. The system has two servers A and B. A customer will enter only if A is free. Once A has served the customer, he will then be served by B If B is free or leave if B is busy. The objectives of the problem are to find the average number of customers entering the system, how many of these are served by B, the average number of customers present, and the average amount of time spent in the system. The Poisson process determines the arrival rate of customers. The servers serve with exponential rates. Stochastic processes can be defined two ways, one of which is mathematically oriented and the other oriented towards the non-mathematician. A stochastic process is the mathematical abstraction of an empirical process whose development is governed by probabilistic laws. A stochastic process is any probability process, that is, any process running along in time and controlled by probabilistic laws.J Karkov chains are a type of stochastic process. They are used- to describe probability systems in which the results are dependent on the previous events. The system has fixed conditional probabilities pij of Ek given that Ej has occurred at the preceding trial and the probabilities of sample sequences are defined in terms of an initial probability distribution for the states EK=0.The problem I have chosen is a sequential service problem which is a type of stochastic process. The system has two servers A and B. A customer will enter only if A is free. Once A has served the customer, he will then be served by B If B is free or leave if B is busy. The objectives of the problem are to find the average number of customers entering the system, how many of these are served by B, the average number of customers present, and the average amount of time spent in the system. The Poisson process determines the arrival rate of customers. The servers serve with exponential rates. Stochastic processes can be defined two ways, one of which is mathematically oriented and the other oriented towards the non-mathematician. A stochastic process is the mathematical abstraction of an empirical process whose development is governed by probabilistic laws. A stochastic process is any probability process, that is, any process running along in time and controlled by probabilistic laws.J Karkov chains are a type of stochastic process. They are used- to describe probability systems in which the results are dependent on the previous events. The system has fixed conditional probabilities pij of Ek given that Ej has occurred at the preceding trial and the probabilities of sample sequences are defined in terms of an initial probability distribution for the states EK=0.
    Degree Awarded
    Bachelor's
    Semester
    Spring
    Department
    Mathematics, Engineering & Computer Science
    Collections
    • Mathematics, Engineering and Computer Science Undergraduate Theses

    Browse

    All of Carroll ScholarsCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

    My Account

    LoginRegister

    DSpace software copyright © 2002-2023  DuraSpace
    DSpace Express is a service operated by 
    Atmire NV