Elements of Stochastic Modelling

by K.A. Borovkov

Book 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...

• Format: Paperback
• Language: English
• ISBN: 9812383018
• ISBN13: 9789812383013
• Release Date: February 2003
• Publisher: World Scientific Publishing Company
• Length: 356 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.8" x 6.0" x 8.9"