Elements of Stochastic Modelling (Paperback) (ISBN-13: 9789812383013)

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.

Author: Konstantin Borovkov
ISBN-10: 9812383018
ISBN-13: 9789812383013
Publisher: World Scientific Publishing Company
Language: English
Published: 02/01/2003
Pages: 356
Format: Paperback
Weight: 1.10lbs
Size: 8.90h x 6.00w x 0.80d