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 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.

• Format: Hardcover
• Language: English
• ISBN: 981238300X
• ISBN13: 9789812383006
• Release Date: February 2003
• Publisher: World Scientific Publishing Company
• Length: 356 Pages
• Weight: 1.37 lbs.
• Dimensions: 0.9" x 6.3" x 9.4"