Elements Of Stochastic Modelling

Konstantin Borovkov

ISBN 10: 9812383018 / ISBN 13: 9789812383013

Published by World Scientific Publishing Co Pte Ltd, SG, 2003

About this Item

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.

Seller Inventory # LU-9789812383013

Bibliographic Details

• Title: Elements Of Stochastic Modelling
• Publisher: World Scientific Publishing Co Pte Ltd, SG
• Publication Date: 2003
• Language: English
• ISBN 10: 9812383018
• ISBN 13: 9789812383013
• Binding: Paperback
• Condition: New

About this title

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.

From the Publisher

Readership: Upper level undergraduates, graduate students, lecturers and researchers in probability theory and stochastic processes