Elements of Stochastic Modelling Contributor(s): K Borovkov (Author) |
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ISBN: 9812383018 ISBN-13: 9789812383013 Publisher: World Scientific Publishing Company OUR PRICE: $40.85 Product Type: Paperback - Other Formats Published: February 2003 Annotation: 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. |
Additional Information |
BISAC Categories: - Mathematics | Probability & Statistics - Regression Analysis - Mathematics | Applied |
Dewey: 519.23 |
Physical Information: 0.8" H x 6" W x 8.9" (1.10 lbs) 356 pages |
Descriptions, Reviews, Etc. |
Publisher Description: 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. |