Elements Of Stochastic Modelling

by Konstantin Borovkov

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:	03/04/2003
Pages:	356
Product dimensions:	6.00(w) x 8.90(h) x 0.70(d)