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1、PROBABILITY,MARKOVCHAINS,QUEUES,ANDSIMULATIONThispageintentionallyleftblankCopyrightc2009byPrincetonUniversityPressPublishedbyPrincetonUniversityPress,41Williamstreet,Princeton,NewJersey08540IntheUnitedKingdom:PrincetonUniversityPress,6OxfordStreet,Woodstock,Oxfords
2、hireOX201TWAllRightsReservedLibraryofCongressCataloging-in-PublicationDataStewart,WilliamJ.,1946–Probability,Markovchains,queuesandsimulation:themathematicalbasisofperformancemodeling/WilliamJ.Stewart.–1sted.p.cm.ISBN978-0-691-14062-9(cloth:alk.paper)1.Probability–Co
3、mputersimulation.2.Markovprocesses.3.Queueingtheory.I.Title.QA273.S75322009519.20113–dc222008041122BritishLibraryCataloging-in-PublicationDataisavailableThisbookhasbeencomposedinTimesPrintedonacid-freepaper.∞press.princeton.eduMATLABisaregisteredtrademarkofTheMathWo
4、rks,Inc.TypesetbySRNovaPvtLtd,Bangalore,IndiaPrintedintheUnitedStatesofAmerica10987654321ThisbookisdedicatedtoallthosewhomIlove,especiallyMydearwife,Kathie,andmywonderfulchildrenNicola,Stephanie,Kathryn,andWilliamMyfather,WilliamJ.Stewartandthememoryofmymother,Mary(M
5、arshall)StewartThispageintentionallyleftblankContentsPrefaceandAcknowledgmentsxvIPROBABILITY11Probability31.1Trials,SampleSpaces,andEvents31.2ProbabilityAxiomsandProbabilitySpace91.3ConditionalProbability121.4IndependentEvents151.5LawofTotalProbability181.6Bayes’Rule
6、201.7Exercises212Combinatorics—TheArtofCounting252.1Permutations252.2PermutationswithReplacements262.3PermutationswithoutReplacement272.4CombinationswithoutReplacement292.5CombinationswithReplacements312.6Bernoulli(Independent)Trials332.7Exercises363RandomVariablesan
7、dDistributionFunctions403.1DiscreteandContinuousRandomVariables403.2TheProbabilityMassFunctionforaDiscreteRandomVariable433.3TheCumulativeDistributionFunction463.4TheProbabilityDensityFunctionforaContinuousRandomVariable513.5FunctionsofaRandomVariable533.6Conditioned
8、RandomVariables583.7Exercises604JointandConditionalDistributions644.1JointDistributions644.2JointCumulativeDistributionFunctions644
