Elements of Stochastic Modelling

Elements of Stochastic Modelling

by K. A. Borovkov, K. A. Borovkov
     
 

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ISBN-10: 9812383018

ISBN-13: 9789812383013

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

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:
9789812383013
Publisher:
World Scientific Publishing Company, Incorporated
Publication date:
02/28/2003
Pages:
356
Product dimensions:
6.00(w) x 8.90(h) x 0.70(d)

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