Elements of Stochastic Modelling - Hardcover

Borovkov, Konstantin

Hardcover

ISBN 10: 981238300X ISBN 13: 9789812383006

Publisher: World Scientific Publishing Co Pte Ltd, 2003

Synopsis

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.

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Review

.,." carefully selected topics from the area of stochastic modelling all presented in a master way.?

Edition details

• Publisher: World Scientific Publishing Co Pte Ltd
• Publication date: 2003
• Language: English
• ISBN 10: 981238300X
• ISBN 13: 9789812383006
• Binding: Hardcover
• Number of pages: 358