Elements of Stochastic Modelling

Elements of Stochastic Modelling

by K. A. Borovkov
     
 

ISBN-10: 981238300X

ISBN-13: 9789812383006

Pub. Date: 02/28/2003

Publisher: World Scientific Publishing Company, Incorporated

This textbook has been developed from the lecture notes for a one-semester course on stochastic modelling. It reviews the basics of probability theory and then covers the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. Rigorous proofs are…  See more details below

Overview

This textbook has been developed from the lecture notes for a one-semester course on stochastic modelling. It reviews the basics of probability theory and then covers the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. Rigorous proofs are often replaced with sketches of arguments — with indications as to why a particular result holds, and also how it is connected with other results — and illustrated by examples. Wherever possible, the book includes references to more specialised texts containing both proofs and more advanced material related to the topics covered.

Product Details

ISBN-13:
9789812383006
Publisher:
World Scientific Publishing Company, Incorporated
Publication date:
02/28/2003
Pages:
356
Product dimensions:
6.20(w) x 9.10(h) x 0.90(d)

Table of Contents

Preface
1Introduction1
2Basics of probability theory9
3Markov chains75
4Markov decision processes129
5The exponential distribution and Poisson process155
6Jump Markov processes171
7Elements of queueing theory193
8Elements of renewal theory227
9Elements of time series237
10Elements of simulation275
Answers to problems307
Greek alphabet333
Notations335
Abbreviations337
Index339

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