ELEMENTS OF STOCHASTIC MODELLING
Borovkov, Konstantin
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AbeBooks Seller since 30 August 2024
New - Hardcover
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Add to basketSold by Best Price, Torrance, CA, U.S.A.
AbeBooks Seller since 30 August 2024
Condition: New
Quantity: 2 available
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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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